|
Controllable Markov Processes and Stefan's Problem
B. I. Grigelionis, A. N. Shiryaev
Abstract:
The properties of the “cost” $s(x)$ are investigated for controllable Markov processes with continuous time. We obtain a new (integral) form of the recurrence equations satisfied by the “cost” $s(x)$, and find conditions for which $s(x)$ is the solution of a generalized Stefan problem.
UDC:
519.27
Received: 15.10.1966
Citation:
B. I. Grigelionis, A. N. Shiryaev, “Controllable Markov Processes and Stefan's Problem”, Probl. Peredachi Inf., 4:1 (1968), 60–72
Citation in format AMSBIB:
\Bibitem{1}
\by B.~I.~Grigelionis, A.~N.~Shiryaev
\paper Controllable Markov Processes and Stefan's Problem
\jour Probl. Peredachi Inf.
\yr 1968
\vol 4
\issue 1
\pages 60--72
\mathnet{http://mi.mathnet.ru/ppi1836}
\mathscinet{http://www.ams.org/mathscinet-getitem?mr=286219}
\zmath{http://www.zentralblatt-math.org/zmath/search/?an=Zbl 0258.60036}
\transl
\jour Problems Inform. Transmission
\yr 1968
\vol 4
\issue 1
\pages 47--57
|
Linking options:
http://mi.mathnet.ru/eng/ppi1836 http://mi.mathnet.ru/eng/ppi/v4/i1/p60
 Full text (in Russian):
PDF file (817 kB)
English version:
Problems of Information Transmission, 1968, 4:1, 47–57
Review databases:
 
Citing articles on Google Scholar:
Russian citations,
English citations
Related articles on Google Scholar:
Russian articles,
English articles
|
| Number of views: |
| This page: | 35 | | Full text: | 19 |
|
Terms of Use