A computational approach is proposed for solving the discrete time nonlinear stochastic
optimal control problem. Our aim is to obtain the optimal output solution of the original …

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 …

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 …

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 …

This paper is devoted to the stochastic optimal control problem of switching systems with
constraints. Dynamic of the system is described by the collection of delayed stochastic …

Switched systems have numerous applications in control of real systems as mechanical
systems, automotive industry, aircraft and air traffic control, switching power converters, and …

A computational approach is proposed for solving the discrete time nonlinear stochastic
optimal control problem. Our aim is to obtain the optimal output solution of the original …