Browsing by Author "Agayeva, CH. A."

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    Second order necessary conditions of optimality for stochastic systems with variable delay
    (Amer Mathematical Soc, 2011) Ch A. Agayeva; Agayeva, CH. A.
    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 order necessary optimality condition for the stochastic system with uncontrolled diffusion coefficient is obtained. © 2012 American Mathematical Society. © 2012 Elsevier B.V. All rights reserved.