Browsing by Author "Güçoğlu, Deniz Hasan"

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    Doctoral Thesis
    Stokastik orta-alan ve deterministik anahtarlama sistemleri için optimal kontrol problemleri
    (2019) Güçoğlu, Deniz Hasan; Meherrem, Şahlar
    In this thesis, a numerical solution to the optimal switching control problem for deterministic systems with unknown switching point is obtained. Moreover, a general characterization of the optimal stochastic combined control for mean-field jump systems is constructed by applying mixed convex-spike perturbation method. Stochastic singular control for mean-field forward-backward stochastic differential equations, driven by orthogonal Teugels martingales associated with some Lévy processes are discussed and necessary and sufficient conditions for optimality in the form of maximum principle are determined. Furthermore, the necessary and sufficient conditions for optimal singular control of systems governed by general McKean-Vlasov differential equations are derived. Keywords: Switching Systems, Optimal Singular Control, Stochastik Maximum Principle, Mean-Field Stochastic Systems, McKean-Vlasov Differential Equations.