Browsing Endüstri Mühendisliği Bölümü by Publisher "Dynamic Publishers, Inc"
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Necessary Conditions of Optimality for Stochastic Switching Control Systems
(Dynamic Publishers, Inc, 2015)This paper is devoted to optimal control problem of stochastic switching systems. Dynamics of this processes governed by stochastic differential equations with control terms in the drift and diffusion coefficients. Necessary ...