The Use of Stochastic Models for Large-Scale System Research and Control

Abstract

The use of stochastic models for solving problems of large-scale system control, operations research and system analysis is proposed. Special attention is paid to normal models the use of which extends known techniques of linear system theory to a wide class of large-scale systems. Basic principles of designing normal models for queueing systems are developed. The results of some queueing system study using normal models are discussed. The statement of the problem of identification of a complex system by a stochastic differential equation model is given.