Optimization of the superstable linear stochastic system applied to the model with extremely impatient agents

DOI10.1134/S0005117918030049zbMath1417.93295OpenAlexW2793290630WikidataQ130183918 ScholiaQ130183918MaRDI QIDQ1647289

E. S. Palamarchuk

Publication date: 26 June 2018

Published in: Automation and Remote Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1134/s0005117918030049

zbMATH Keywords

infinite time horizondiscountingnonexponential stabilitystochastic linear regulator

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Optimality conditions for problems involving randomness (49K45)

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