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Toplam kayıt 5, listelenen: 1-5
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 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 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 ...
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 ...