Second order necessary conditions of optimality for stochastic systems with variable delay
C Agayeva - Theory of Probability and Mathematical Statistics, 2011 - ams.org
The purpose of this paper is to give necessary conditions of optimality of nonlinear
stochastic control systems with variable delay for singular controls. As a result, the second …
stochastic control systems with variable delay for singular controls. As a result, the second …
Second order necessary condition of optimality for time lag stochastic systems
CA Aghayeva - 24th Mini EURO Conference on Continuous …, 2010 - elibrary.ru
A control problem for dynamical processes described by stochastic differential equations
with variable delay equations is investigated in this paper. The goal of this paper to give the …
with variable delay equations is investigated in this paper. The goal of this paper to give the …
[PDF][PDF] SECOND ORDER NECESSARY CONDITION OF OPTIMALITY FOR TIME LAG STOCHASTIC SYSTEMS
R Kasımbeyli, C Dinçer, S Özpeynirci - 2010 - researchgate.net
Yasar University, Izmir, Turkey; Institute of Cybernetics, Azerbaijan Abstract: A control
problem for dynamical processes described by stochastic differential equations with variable …
problem for dynamical processes described by stochastic differential equations with variable …