The maximum principle for the nonlinear stochastic optimal control problem of switching systems

Author:

Aghayeva Charkaz,Abushov Qurban

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization,Computer Science Applications

Reference32 articles.

1. Afanasyev V.N., Kolmanovsky V.B., Nosov V.P.: Mathematical Theory for Synthesizing Control Systems. Higher school, Moscow (2003)

2. Agayeva, C., Abushov, G.: Necessary condition of optimality for stochastic control systems with variable structure. In: Proceedings of the 20th International Conference on Continuous, Optimization and Knowledge-Based Technologies, pp. 77–81 (2008)

3. Agayeva, C., Abushov, Q.: The maximum principle for some stochastic control problem of switching systems. In: Kasmbeyli, R., Diner, C., zpeynirci, S., Sakalauskas, L. (eds.) Selected Papers 24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, pp. 100–105. Izmir University of Economics, Izmir, Turkey, Vilnius Technika (2010)

4. Aghayeva C.A., Abushov Q.U.: The maximum principle for some nonlinear stochastic control system with variable structure. Theory Stoch. Process. 36, 1–11 (2010)

5. Antsaklis P.J., Nerode A.: Hybrid control systems: an introductory discussion to the special issue. IEEE Trans. Autom. Control 43(4), 457–460 (1998)

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