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DOI 10.34229/KCA2522-9664.25.1.6
UDC 519. 21
P.S. Knopov1, T.V. Pepelyaeva2


1 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

 knopov1@yahoo.com

2 V.M. Glushkov Institute of Cybernetics, National Academy of Sciences of Ukraine, Kyiv, Ukraine

 pepelaev@yahoo.com

SOME APPLIED PROBLEMS OF THE THEORY OF CONTROLLED
RANDOM PROCESSES

Abstract. Some applied problems of the theory of controlled random processes arising in the reliability and queueing theories are analyzed. The conditions whereby finding the optimal strategy is reduced to some mathematical programming problems and numerical methods of their solution are given.

Keywords: Markov processes, semi-Markov processes, optimal control, optimality criterion, optimal planning, queueing systems, optimal strategy.


full text

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