| dc.contributor.author | Aghayeva, Charkaz | |
| dc.contributor.author | Abushov, Qurban | |
| dc.contributor.editor | Ao, SI | |
| dc.contributor.editor | Gelman, L | |
| dc.contributor.editor | Hukins, DWL | |
| dc.date.accessioned | 2019-10-21T20:41:30Z | |
| dc.date.available | 2019-10-21T20:41:30Z | |
| dc.date.issued | 2013 | |
| dc.identifier.isbn | 978-988-19251-0-7 | |
| dc.identifier.issn | 2078-0958 | |
| dc.identifier.uri | https://hdl.handle.net/11421/20806 | |
| dc.description | World Congress on Engineering (WCE 2013) -- JUL 03-05, 2013 -- Imperial Coll London, London, ENGLAND | en_US |
| dc.description | WOS: 000335869000040 | en_US |
| dc.description.abstract | 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 equations with control terms in the drift and diffusion coefficients. The restrictions on the transitions or switches between operating modes, are described by collections of functional equality constraints | en_US |
| dc.description.sponsorship | IAENG, Soc Artificial Intelligence, IAENG, Soc Bioinformat, IAENG, Soc Comp Sci, IAENG, Soc Data Mining, IAENG, Soc Elect Engn, IAENG, Soc Imaging Engn, IAENG, Soc Ind Engn, IAENG, Soc Informat Syst Engn, IAENG, Soc Internet Comp & Web Serv, IAENG, Soc Mech Engn, IAENG, Soc Operat Res, IAENG, Soc Sci Comp, IAENG, Soc Software Engn, IAENG, Soc Software Engn, IAENG, Soc Wireless Networks | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Int Assoc Engineers-Iaeng | en_US |
| dc.relation.ispartofseries | Lecture Notes in Engineering and Computer Science | |
| dc.rights | info:eu-repo/semantics/closedAccess | en_US |
| dc.subject | Stochastic Differential Equations | en_US |
| dc.subject | Stochastic Control Systems | en_US |
| dc.subject | Optimal Control Problem | en_US |
| dc.subject | Maximum Principle | en_US |
| dc.subject | Switching System | en_US |
| dc.subject | Switching Law | en_US |
| dc.title | Stochastic Optimal Control Problem for Switching Systems with Controlled Diffusion Coefficients | en_US |
| dc.type | conferenceObject | en_US |
| dc.relation.journal | World Congress On Engineering - Wce 2013, Vol I | en_US |
| dc.contributor.department | Anadolu Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | en_US |
| dc.identifier.startpage | 202 | en_US |
| dc.identifier.endpage | + | en_US |
| dc.relation.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | en_US] |
