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

  • Stochastic Systems, Queueing Systems
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Abstract

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.

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References

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Authors and Affiliations

  1. Yaroslav-the-Wise Novgorod State University, Veliky Novgorod, Russia

    A. V. Kolnogorov

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  1. A. V. Kolnogorov
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Correspondence to A. V. Kolnogorov.

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Original Russian Text © A.V. Kolnogorov, 2015, published in Avtomatika i Telemekhanika, 2015, No. 7, pp. 111–126.

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Kolnogorov, A.V. On a limiting description of robust parallel control in a random environment. Autom Remote Control 76, 1229–1241 (2015). https://doi.org/10.1134/S0005117915070085

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  • DOI: https://doi.org/10.1134/S0005117915070085

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