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<p>The authors have studied some applied problems of the theory of controlled random processes arising in reliability theory and queueing theory. They provided conditions under which finding the optimal strategy is reduced to solving certain mathematical programming problems, as well as numerical methods for their solution.</p>

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Some Applied Problems of the Theory of Controlled Random Processes

  • 期刊论文

  • 发表日期：

    2025年1月1日

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  • P. S. Knopov,
  • T. V. Pepelyaeva

摘要

The authors have studied some applied problems of the theory of controlled random processes arising in reliability theory and queueing theory. They provided conditions under which finding the optimal strategy is reduced to solving certain mathematical programming problems, as well as numerical methods for their solution.