Geodesic
O Eaton-Zadehově způsobu řízení difusních procesů
Applications of Mathematics, Tome 12 (1967) no. 4, pp. 308-317
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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.
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.
DOI : 10.21136/AM.1967.103104
Mots-clés : probability theory 
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Mandl, Petr. O Eaton-Zadehově způsobu řízení difusních procesů. Applications of Mathematics, Tome 12 (1967) no. 4, pp. 308-317. doi: 10.21136/AM.1967.103104

[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

[2] W. Feller: Diffusion processes in one dimension. Trans. of Amer. Math. Soc. 77 (1954), 1-31. | DOI | MR | Zbl

[3] P. Mandl: O optimálním řízení jednorozměrných difusních procesů. Aplikace mat. 9 (1964), 412-420. | MR

[4] П. Мапдл: Об управлении не обрывающимися диффузионными процессами. Теория вероят. и ее примен. 9 (1964), 655-669. | MR | Zbl

[5] P. Mandl: Anwendungen der Theorie der optimalen Regelung nichtabbrechender Diffusionsprozesse. Kybernetika 1 (1965), 28-36. | MR | Zbl

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