Necessary condition of optimality for stochastic control systems with variable structure
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Date
2008
Authors
Ch A. Agayeva
Qurban U. Abushov
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Vilnius Gediminas Technical University
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Abstract
It is considered control system with variable structure described stochastic differential equations. A maximum principle for some non-linear stochastic control system is proved © 2015 Elsevier B.V. All rights reserved.
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Keywords
Maximum Principle Admissible Controls, Necessary Conditions Of Optimality, Stochastic Differential Equations, Stochastic Optimal Control Problem, Variable Structure, Control Systems, Differential Equations, Knowledge Based Systems, Maximum Principle, Optimal Control Systems, Optimization, Stochastic Systems, Admissible Control, Necessary Conditions Of Optimality, Stochastic Differential Equations, Stochastic Optimal Control Problem, Variable Structures, Stochastic Control Systems, Control systems, Differential equations, Knowledge based systems, Maximum principle, Optimal control systems, Optimization, Stochastic systems, Admissible control, Necessary conditions of optimality, Stochastic differential equations, Stochastic optimal control problem, Variable structures, Stochastic control systems
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20th International Conference EURO Mini Conference: Continuous Optimization and Knowledge-Based Technologies EurOPT 2008
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