| Title:
|
O Eaton-Zadehově způsobu řízení difusních procesů (Czech) |
| Title:
|
On Eaton-Zadeh's method of controlling diffusion processes (English) |
| Author:
|
Mandl, Petr |
| Language:
|
Czech |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
12 |
| Issue:
|
4 |
| Year:
|
1967 |
| Pages:
|
308-317 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| Summary:
|
A method of reducing the expected cost in a Markov chain developed by J. H. Eaton and L. A. Zadeh is applied to diffusion processes. A modification of this method for reducing the mean cost per unit of (generalized) time in non-stopped diffusion processes is presented. (English) |
| Keyword:
|
probability theory |
| idZBL:
|
Zbl 0171.16001 |
| DOI:
|
10.21136/AM.1967.103104 |
| . |
| Date available:
|
2008-05-20T17:39:28Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103104 |
| . |
| Reference:
|
[1] J. H. Eaton L. A. Zadeh: Optimal pursuit strategies in discrete state probabilistic systems.J. of Basic Engin. Ser. D 84 (1961), 23-29. MR 0153510 |
| Reference:
|
[2] W. Feller: Diffusion processes in one dimension.Trans. of Amer. Math. Soc. 77 (1954), 1-31. Zbl 0059.11601, MR 0063607, 10.1090/S0002-9947-1954-0063607-6 |
| Reference:
|
[3] P. Mandl: O optimálním řízení jednorozměrných difusních procesů.Aplikace mat. 9 (1964), 412-420. MR 0184780 |
| Reference:
|
[4] П. Мапдл: Об управлении не обрывающимися диффузионными процессами.Теория вероят. и ее примен. 9 (1964), 655-669. Zbl 1117.65300, MR 0186450 |
| Reference:
|
[5] P. Mandl: Anwendungen der Theorie der optimalen Regelung nichtabbrechender Diffusionsprozesse.Kybernetika 1 (1965), 28-36. Zbl 0178.53301, MR 0189884 |
| . |
