Browsing Makale Koleksiyonu by Subject "Transversality Conditions"
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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 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 ...