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JOURNALS // Avtomatika i Telemekhanika // Archive

Avtomat. i Telemekh., 1981 Issue 1, Pages 31–40 (Mi at5693)

Stochastic Systems

Search for $\varepsilon$-optimal strategies for observation of a markov process

A. B. Piunovskiy, E. A. Saksonov

Moscow

Abstract: The moment of observation of a Markov process are determined so that the losses sustained in the absorbind state and consts of observation over a finite time interval be different from the optimal value by no more than a specified $\varepsilon$. Search algorithms are proposed for all possible programmed observation programs. An example is given of solving an applied problem of determining test points in an industrial process.

UDC: 519.217:681.3


Received: 19.02.1980


 English version:
Automation and Remote Control, 1981, 42:1, 23–31

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