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Toplam kayıt 9, listelenen: 1-9
Maximum principle for delayed stochastic switching system with constraints
(Springer Verlag, 2016)
This paper is devoted to the stochastic optimal control problem of switching systems with constraints. Dynamic of the system is described by the collection of delayed stochastic differential equations which initial conditions ...
Stochastic Optimal Control Problem for Switching Systems with Controlled Diffusion Coefficients
(Int Assoc Engineers-Iaeng, 2013)
This paper provides necessary conditions of optimality, in the form of a maximum principle, for optimal control problems of switching systems. Dynamics of the constituent processes take the form of stochastic differential ...
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 ...
Stochastic singular optimal control problem of switching systems with constraints
(Springer International Publishing Ag, 2016)
This paper is devoted to the optimal control problem of switching system in which constraints on the state variable are given by inclusions. Using Ekeland's variational principle, second-order necessary condition of ...
Stochastic optimal control problem for switching systems with constraints
(Wiley, 2017)
This paper provides necessary conditions of optimality, in the form of a maximum principle, for optimal control problems of switching systems. Dynamics of the constituent processes take the form of stochastic differential ...
Stochastic linear quadratic control problem of switching systems with constraints
(Springer International Publishing Ag, 2016)
This paper is devoted to the optimal control problem for stochastic linear switching systems with a quadratic cost functional. A necessary and sufficient condition of optimality for mentioned linear control systems under ...
Stochastic Optimal Control Problem of Constrained Switching System with Delay
(University Nis, Fac Sci Math, 2016)
This paper concerns the stochastic optimal control problem of switching systems with delay. The evolution of the system is governed by the collection of stochastic delay differential equations with initial conditions that ...
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 ...
Singular optimal control problem of stochastic switching systems
(Newswood Limited, 2014)
The work is concerned with singular stochastic optimal control problem of switching systems. Necessary condition of optimality is an important tool for solution of optimal control problems in general. Along singular controls ...