Optimal Control of Stochastic Dynamic Systems of a Random Structure with Poisson Switches and Markov Switching

Svitlana V. Antonyuk, Marian F. Byrka, Mykola Y. Gorbatenko, Taras O. Lukashiv, Igor V. Malyk and Yongqiang Fu

Journal of Mathematics, 2020, vol. 2020, 1-9

Abstract: The problem of synthesis of the optimal control for a stochastic dynamic system of a random structure with Poisson perturbations and Markov switching is solved. To determine the corresponding functions for Bellman functional and optimal control the system of ordinary differential equation is investigated.

Date: 2020
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jjmath:9457152

DOI: 10.1155/2020/9457152

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