Konu "Stochastic Control Systems" için Bildiri Koleksiyonu listeleme
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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 ...