Yazar "Abushov, Qurban" için listeleme
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Stochastic maximum principle for nonlinear optimal control problem of switching systems
Abushov, Qurban; Aghayeva, Charkaz (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 Optimal Control Problem for Switching Systems with Controlled Diffusion Coefficients
Aghayeva, Charkaz; Abushov, Qurban (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 ...
