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 …

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 …

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 …

Рассматривается задача оптимального управления нелинейными стохастическими
системами, математическая модель которых задается стохастическим …

We investigate the problem of optimal control of nonlinear stochastic systems whose
mathematical model is described by an ordinary Ito stochastic differential equation with …

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 …

The optimal control problem of nonlinear stochastic systems which mathematical model is
given by Ito stochastic differential equation with delay argument is considered. Assuming …