Browsing by Author "Abushov, Q.U."

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    Necessary condition of optimality for stochastic control systems with variable structure
    (VILNIUS GEDIMINAS TECHNICAL UNIV PRESS TECHNIKA, 2008) C. A. Agayeva; Q. U. Abushov; Abushov, Q.U.; Agayeva, C.A.; L Sakalauskas; GW Weber; EK Zavadskas
    It is considered control system with variable structure described stochastic differential equations. A maximum principle for some non-linear stochastic control system is proved.
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    Citation - Scopus: 5
    The maximum principle for some stochastic control problem of switching system
    (Vilnius Gediminas Technical University, 2010) Charkaz A. Aghayeva; Qurban U. Abushov; Aghayeva, C.A.; Abushov, Q.U.
    In this paper we discuss stochastic optimization problem for controlled switching systems. The maximum principle as the necessary condition of optimality is proved for a stochastic dynamical systems that consist of several subsystems which are described by the stochastic differential equations. © Izmir University of Economics Turkey 2010. © 2014 Elsevier B.V. All rights reserved.