The maximum principle for the nonlinear stochastic optimal control problem of switching systems
C Aghayeva, Q Abushov - Journal of Global Optimization, 2013 - Springer
The aim of this paper is to present a stochastic maximum principle for an optimal control
problem of switching systems. It presents necessary conditions of optimality in the form of a …
problem of switching systems. It presents necessary conditions of optimality in the form of a …
[HTML][HTML] Stochastic maximum principle for nonlinear optimal control problem of switching systems
Q Abushov, C Aghayeva - Journal of Computational and Applied …, 2014 - Elsevier
The contribution of this paper is to present a stochastic maximum principle for an optimal
control problem of switching systems. It presents necessary conditions of optimality for a …
control problem of switching systems. It presents necessary conditions of optimality for a …
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] Stochastic optimal control problem for switching systems with controlled diffusion coefficients
C Aghayeva, Q Abushov - tic, 2013 - researchgate.net
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 …
The maximum principle for some nonlinear stochastic control system with variable structure
CA Agayeva, QU Abushov - Theory of Stochastic Processes, 2010 - mathnet.ru
Necessary conditions of optimality are derived for the stochastic control problem for a
dynamical system with variable structure. The system is described by stochastic differential …
dynamical system with variable structure. The system is described by stochastic differential …
[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 …
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 …
Stochastic optimal control problem of constrained switching system with delay
C Aghayeva - Filomat, 2016 - JSTOR
This paper concerns the stochastic optimal control problem of switching systems with delay.
The evolution of the system is governed by the collection of stochastic delay differential …
The evolution of the system is governed by the collection of stochastic delay differential …
[PDF][PDF] Necessary condition of optimality for stochastic switching systems with delay
CA Aghayeva - Proceedings of International Conference MMAS, 2014 - inase.org
This paper provides necessary condition of optimality, in the form of maximum principle for
optimal control problems of switching systems with constraints. Dynamics of the processes …
optimal control problems of switching systems with constraints. Dynamics of the processes …