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 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 …
Необходимые условия оптимальности второго порядка в одной стохастической задаче оптимального управления с переменным запаздывающим аргументом
РОО Масталиев - Вестник Самарского государственного …, 2016 - cyberleninka.ru
Рассматривается задача оптимального управления нелинейными стохастическими
системами, математическая модель которых задается стохастическим …
системами, математическая модель которых задается стохастическим …
[PDF][PDF] Optimal control of continuous stochastic systems with functional inequality constraints
KB Mansimov, RO Mastaliyev - icp.az
We investigate the problem of optimal control of nonlinear stochastic systems whose
mathematical model is described by an ordinary Ito stochastic differential equation with …
mathematical model is described by an ordinary Ito stochastic differential equation with …
[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 …
Necessary optimality conditions of the second oder in a stochastic optimal control problem with delay argument
R oglu Mastaliyev - Journal of Samara State Technical …, 2016 - journals.eco-vector.com
The optimal control problem of nonlinear stochastic systems which mathematical model is
given by Ito stochastic differential equation with delay argument is considered. Assuming …
given by Ito stochastic differential equation with delay argument is considered. Assuming …