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most citedOptimal Control Problem in a Stochastic Model with Periodic Hits on the Boundary of a Given Subset of the State Set (Tuning Problem)

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math.OC2017★ 1 cited

Optimal Control Problem in a Stochastic Model with Periodic Hits on the Boundary of a Given Subset of the State Set (Tuning Problem)

P. V. Shnurkov

In this paper, a general stochastic model with controls applied at the moments when the random process hits the boundary of a given subset of the state set is proposed and studied.…