On a limiting description of robust parallel control in a random environment

被引：0

作者：

A. V. Kolnogorov

机构：

[1] Yaroslav-the-Wise Novgorod State University,

来源：

Automation and Remote Control | 2015年 / 76卷

关键词：

Income; Remote Control; Random Environment; Optimal Control Strategy; Minimax Risk;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

We establish the threshold nature and some limiting properties of the optimal control strategy. We show a limiting description of a previously obtained invariant integro-difference equation that describes a control by a second order partial differential equation. Numerical experiments show that solutions to the partial differential invariant integro-difference equations are close to each other.

引用

页码：1229 / 1241

页数：12

共 50 条

[1] On a limiting description of robust parallel control in a random environment
Kolnogorov, A. V.
[J]. AUTOMATION AND REMOTE CONTROL, 2015, 76 (07) : 1229 - 1241
[2] Robust parallel control in a random environment and data processing optimization
A. V. Kolnogorov
[J]. Automation and Remote Control, 2014, 75 : 2124 - 2134
[3] Robust parallel control in a random environment and data processing optimization
Kolnogorov, A. V.
[J]. AUTOMATION AND REMOTE CONTROL, 2014, 75 (12) : 2124 - 2134
[4] CONTROL OF ADMISSION AND ROUTING IN PARALLEL QUEUES OPERATING IN A RANDOM ENVIRONMENT
SHIMKIN, N
SHWARTZ, A
[J]. PROCEEDINGS OF THE 28TH IEEE CONFERENCE ON DECISION AND CONTROL, VOLS 1-3, 1989, : 1064 - 1065
[5] On the limiting velocity of random walks in mixing random environment
Guo, Xiaoqin
[J]. ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES, 2014, 50 (02): : 375 - 402
[6] Limiting velocity of high-dimensional random walk in random environment
Berger, Noam
[J]. ANNALS OF PROBABILITY, 2008, 36 (02): : 728 - 738
[7] Robust Control of a Parallel Robot
Rachedi, M.
Bouri, M.
Hemici, B.
[J]. PROCEEDINGS OF THE 17TH INTERNATIONAL CONFERENCE ON ADVANCED ROBOTICS (ICAR), 2015, : 428 - 433
[8] Parallel design of robust control in the stochastic environment (the two-armed bandit problem)
Kolnogorov, A. V.
[J]. AUTOMATION AND REMOTE CONTROL, 2012, 73 (04) : 689 - 701
[9] Parallel design of robust control in the stochastic environment (the two-armed bandit problem)
A. V. Kolnogorov
[J]. Automation and Remote Control, 2012, 73 : 689 - 701
[10] REPLACEMENT PROBLEM OF A PARALLEL SYSTEM IN RANDOM ENVIRONMENT
NAKAGAWA, T
[J]. JOURNAL OF APPLIED PROBABILITY, 1979, 16 (01) : 203 - 205

← 1 2 3 4 5 →