Zobrazeno 1 - 10
of 12
pro vyhledávání: '"Svetlana Anulova"'
Publikováno v:
SIAM Journal on Control and Optimization. 58:2312-2331
An ergodic Bellman's (Hamilton--Jacobi--Bellman) equation is proved for a uniformly ergodic one-dimensional controlled diffusion with variable diffusion and drift coefficients both depending on control; convergence of the values provided by Howard's
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::62ca4e580c1cbca0a20ca5cffbac38de
https://doi.org/10.1137/19m1271944
https://doi.org/10.1137/19m1271944
Autor:
Svetlana Anulova
Publikováno v:
Automation and Remote Control. 78:1430-1437
In control of diffusion processes a very useful instrument is the equation for optimal strategy and cost. For the version of infinite time horizon with time averaging this equation is much more complicated than for the version of finite time horizon,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::308710ab387983dcec0950d1fd7ddaf0
https://doi.org/10.1134/s0005117917080045
https://doi.org/10.1134/s0005117917080045
Autor:
Svetlana Anulova
Publikováno v:
Automation and Remote Control. 76:1765-1770
A general class of stochastic mechanical systems (including closed-loop control ones) developing under impacts generating both jumps and switchings is considered. We establish existence of a quadratic Lyapunov function for a system of this class: pro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c118b361b3b2fc9593a57d45aba0ab06
https://doi.org/10.1134/s0005117915100045
https://doi.org/10.1134/s0005117915100045
Publikováno v:
Automation and Remote Control. 75:1010-1016
A problem of minimization of integral losses on given horizon is considered for stochastic system in continuous time. The losses occur in jump times of a Poisson process, and represent continuous convex function of control parameter on convex compact
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b64196b0c4c4a91d6c10d72202e8b32a
https://doi.org/10.1134/s0005117914060022
https://doi.org/10.1134/s0005117914060022
Autor:
Svetlana Anulova
Publikováno v:
Communications in Computer and Information Science ISBN: 9783319308425
We investigate a closed network consisting of two multi-servers with n customers. Service requirements of customers at a server have a common cumulative distribution function. The state of the network is described by the following state parameters: f
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::fd829947373cdb103d8ca1586102d3fb
https://doi.org/10.1007/978-3-319-30843-2_19
https://doi.org/10.1007/978-3-319-30843-2_19
Autor:
Svetlana Anulova
Publikováno v:
Communications in Computer and Information Science ISBN: 9783319519166
A closed network consists of two multi-servers with n customers. Service requirements of customers at a server have a common cdf. State parameters of the network: for each multi-server empirical measure of the age of customers being serviced and for
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::e821ea32401a49f0c5cad1159884f25a
https://doi.org/10.1007/978-3-319-51917-3_33
https://doi.org/10.1007/978-3-319-51917-3_33
Autor:
Svetlana Anulova
Publikováno v:
Automation and Remote Control. 69:1154-1161
For the isolated multi-server system with nonzero initial conditions, obtained were approximations which mark the first step toward solution of the problem of approximation for the networks with common initial conditions where at the initial instant
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::8db91610bab7ebac9f7507bcddb8244a
https://doi.org/10.1134/s0005117908070060
https://doi.org/10.1134/s0005117908070060
Publikováno v:
Modern Stochastics and Applications ISBN: 9783319035116
This research stems from a control problem for a suspension device. For a general class of switching stochastic mechanical systems (including closed-loop control ones), we establish the following: (1) existence and uniqueness of a weak solution and i
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ead51c284d92c5c45f9d64db0c3d26c4
https://doi.org/10.1007/978-3-319-03512-3_10
https://doi.org/10.1007/978-3-319-03512-3_10
Publikováno v:
CDC
For switching diffusion systems with a homogeneous closed-loop control we establish existence and uniqueness of solution of the equation, and rate of convergence to the stationary regime, as well as mixing rate.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::3206b58863cccca32754c812fb7d6853
https://doi.org/10.1109/cdc.2010.5717412
https://doi.org/10.1109/cdc.2010.5717412
Autor:
Svetlana Anulova
Publikováno v:
CDC
A problem of controlling a group of independent identical agents is considered. Such problems arise in mathematical economics, in robotics (swarms of mini-robots). The model includes a stochastic component. The general method of the Bellman equation
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::7d62cd7a1ed52a1641e8d59dc6515b0c
https://doi.org/10.1109/cdc.2010.5717401
https://doi.org/10.1109/cdc.2010.5717401