Browsing by Author "Agayeva, C.A."

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    Citation - WoS: 6
    Citation - Scopus: 7
    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.