Scopus İndeksli Yayınlar Koleksiyonu

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Browsing Scopus İndeksli Yayınlar Koleksiyonu by Institution Author "Aghayeva, C.A. (54789402600)"

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    Second order necessary condition of optimality for time lag stochastic systems
    (Vilnius Gediminas Technical University, 2010) Charkaz A. Aghayeva; Aghayeva, C.A.
    A control problem for dynamical processes described by stochastic differential equations with variable delay equations is investigated in this paper. The goal of this paper to give the necessary condition of optimality for nonlinear stochastic control problem for singular controls. The second order necessary condition of optimality for the stochastic system with uncontrolled diffusion coefficient is obtained. © Izmir University of Economics Turkey 2010. © 2014 Elsevier B.V. All rights reserved.