Goncharova S. Stochastic stability and optimal control of semi-Markov risk processes

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0405U002003

Thesis Registration Form

0405U002003.pdf

Applicant for

Specialization

  • 01.01.05 - Теорія ймовірностей і математична статистика

17-05-2005

Specialized Academic Board

Д 26.206.02

The Institute of Mathematics of NASU

Essay

Conditions of stability, asymptotic and exponential stability with probability one of zero state of semi-Markov risk process are investigated. Sufficient conditions of asymptotic stability uniformly by е with probability one of zero state of semi-Markov risk process in scheme of averaging and diffusion approximation are stated. The optimal stochastic controls for the semi-Markov risk processes are investigated. The е-optimality of controls over the semi-Markov risk processes in scheme of averaging and diffusion ap-proximation is proved.

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Files

aref.doc

dis.doc

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