Asymptotic properties and optimization of some non-Markovian stochastic processes
2009
We study the limit behavior of certain classes of dependent random sequences (processes) which do not possess the Markov property. Assuming these processes depend on a control parameter we show that the optimization of the control can be reduced to a problem of nonlinear optimization. Under certain hypotheses we establish the stability of such optimization problems.
Keywords:
- Correction
- Source
- Cite
- Save
- Machine Reading By IdeaReader
11
References
0
Citations
NaN
KQI