电邮这篇文章 Analysis of criteria for long-run average in the problem of stochastic linear regulator
- 作者: Palamarchuk E.S.1,2
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隶属关系:
- Central Economics and Mathematics Institute
- National Research University Higher School of Economics
- 期: 卷 77, 编号 10 (2016)
- 页面: 1756-1767
- 栏目: Stochastic Systems, Queueing Systems
- URL: https://journals.rcsi.science/0005-1179/article/view/150452
- DOI: https://doi.org/10.1134/S0005117916100039
- ID: 150452
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详细
The optimality criteria used in the problem of stochastic linear regulator over an infinite time horizon were analyzed. A certain criterion for long-run average and pathwise ergodic were shown to be inefficient with regard for the disturbance factor. Consideration was given to a new criterion of the extended long-run average and its use in the discounted control systems.
作者简介
E. Palamarchuk
Central Economics and Mathematics Institute; National Research University Higher School of Economics
编辑信件的主要联系方式.
Email: e.palamarchuck@gmail.com
俄罗斯联邦, Moscow; Moscow
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