Optimal control for uncertain stochastic dynamic systems with jump and application to an advertising model

2021 ◽  
Vol 407 ◽  
pp. 126337
Author(s):  
Xin Chen ◽  
Yuanguo Zhu ◽  
Linxue Sheng
Keyword(s):  
Optimal Control ◽  
Dynamic Systems ◽  
Stochastic Dynamic ◽  
Stochastic Dynamic Systems ◽  
Advertising Model

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

2020 ◽  
Vol 2020 ◽  
pp. 1-9
Author(s):  
Svitlana V. Antonyuk ◽  
Marian F. Byrka ◽  
Mykola Y. Gorbatenko ◽  
Taras O. Lukashiv ◽  
Igor V. Malyk
Keyword(s):  
Differential Equation ◽  
Ordinary Differential Equation ◽  
Optimal Control ◽  
Dynamic System ◽  
Dynamic Systems ◽  
Markov Switching ◽  
Stochastic Dynamic ◽  
Random Structure ◽  
Stochastic Dynamic System ◽  
Stochastic Dynamic Systems

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.

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