[HTML][HTML] Stochastic singular optimal control problem of switching systems with constraints
C Aghayeva - Journal of Inequalities and Applications, 2016 - Springer
This paper is devoted to the optimal control problem of switching system in which constraints
on the state variable are given by inclusions. Using Ekeland's variational principle, second …
on the state variable are given by inclusions. Using Ekeland's variational principle, second …
Stochastic maximum principle for switching systems
C Aghayeva, G Abushov - 2012 IV International Conference" …, 2012 - ieeexplore.ieee.org
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 …
for optimal control problems of switching systems. Dynamics of the constituent processes …
[PDF][PDF] Necessary conditions of optimality for stochastic switching control systems
C Aghayeva - Dyn. Syst. Appl, 2015 - academia.edu
This paper is devoted to optimal control problem of stochastic switching systems. Dynamics
of this processes governed by stochastic differential equations with control terms in the drift …
of this processes governed by stochastic differential equations with control terms in the drift …
Stochastic optimal control problem for switching systems with constraints
C Aghayeva - Optimal Control Applications and Methods, 2017 - Wiley Online Library
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 …
for optimal control problems of switching systems. Dynamics of the constituent processes …
[PDF][PDF] Singular optimal control problem of stochastic switching systems
C Aghayeva, M Alpaslan - Proceedings of the World Congress on …, 2014 - iaeng.org
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 …
Necessary condition of optimality is an important tool for solution of optimal control problems …