Konu "Adjoint Stochastic Differential Equations" için Endüstri Mühendisliği Bölümü listeleme
Toplam kayıt 1, listelenen: 1-1
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Stochastic maximum principle for nonlinear optimal control problem of switching systems
(Elsevier Science BV, 2014)The contribution of this paper is to present a stochastic maximum principle for an optimal control problem of switching systems. It presents necessary conditions of optimality for a broad class of switching systems, in ...