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Toplam kayıt 3, listelenen: 1-3
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 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 ...
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 ...