Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model‐Reality Differences
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 …
optimal control problem. Our aim is to obtain the optimal output solution of the original …
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 …
[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 …
[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 …
Maximum Principle for Delayed Stochastic Switching System with Constraints
C Aghayeva - Computational Problems in Science and Engineering, 2015 - Springer
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 …
constraints. Dynamic of the system is described by the collection of delayed stochastic …
[PDF][PDF] Linear Quadratic Optimal Control Problem of Stochastic Switching Systems
CA Aghayeva - Journal of Automation and Control Engineering Vol, 2016 - academia.edu
Switched systems have numerous applications in control of real systems as mechanical
systems, automotive industry, aircraft and air traffic control, switching power converters, and …
systems, automotive industry, aircraft and air traffic control, switching power converters, and …
[PDF][PDF] Research Article Efficient Output Solution for Nonlinear Stochastic Optimal Control Problem with Model-Reality Differences
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 …
optimal control problem. Our aim is to obtain the optimal output solution of the original …