Kashtanov, V.; Bochkov, A.; Zaitseva, O. Theorem on the Structure of the Fractionally Linear Functional Extremal Function. Mathematics2023, 11, 2886.
Kashtanov, V.; Bochkov, A.; Zaitseva, O. Theorem on the Structure of the Fractionally Linear Functional Extremal Function. Mathematics 2023, 11, 2886.
Kashtanov, V.; Bochkov, A.; Zaitseva, O. Theorem on the Structure of the Fractionally Linear Functional Extremal Function. Mathematics2023, 11, 2886.
Kashtanov, V.; Bochkov, A.; Zaitseva, O. Theorem on the Structure of the Fractionally Linear Functional Extremal Function. Mathematics 2023, 11, 2886.
Abstract
The paper proves a theorem about the structure of the distribution function on which the extremum of fractionally linear functional is reached in the presence of an uncountable number of linear constraints. The problem of finding an extremal distribution function arises when determining the optimal control strategy in a class of Markov homogeneous randomized control strategies. The structure of extremal functions is described by a finite number of parameters, hence the problem is greatly simplified since it is reduced to the search for an extremum of some function.
Keywords
distribution function; extremum; fractionally linear functional; stochastic models; controllable semi-Markov process
Subject
Computer Science and Mathematics, Applied Mathematics
Copyright:
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