Stochastic maximum principle for switching systems
| dc.contributor.author | Charkaz A. Aghayeva | |
| dc.contributor.author | Gurban Abushov | |
| dc.contributor.author | Aghayeva, Charkaz | |
| dc.contributor.author | Abushov, Gurban | |
| dc.date.accessioned | 2025-10-06T17:52:56Z | |
| dc.date.issued | 2012 | |
| dc.description.abstract | This paper provides necessary conditions of optimality in the form of a maximum principle for optimal control problems of switching systems. Dynamics of the constituent processes take the form of stochastic differential equations with control terms in the drift and diffusion coefficients. The restrictions on the transitions or switches between operating modes are described by collections of functional equality constraints. © 2012 IEEE. © 2013 Elsevier B.V. All rights reserved. | |
| dc.identifier.doi | 10.1109/ICPCI.2012.6486420 | |
| dc.identifier.isbn | 9781467345026 | |
| dc.identifier.isbn | 9781467345002 | |
| dc.identifier.scopus | 2-s2.0-84875994219 | |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84875994219&doi=10.1109%2FICPCI.2012.6486420&partnerID=40&md5=ce61a446f82149d1e95e3e90f3f5ba02 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/10163 | |
| dc.identifier.uri | https://doi.org/10.1109/ICPCI.2012.6486420 | |
| dc.language.iso | English | |
| dc.publisher | IEEE | |
| dc.relation.ispartof | 2012 4th International Conference on Problems of Cybernetics and Informatics PCI 2012 | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.subject | Maximum Principle, Optimal Control Problem, Stochastic Control System, Stochastic Differential Equation, Switching Law, Switching System, Equality Constraints, Necessary Conditions Of Optimality, Operating Modes, Optimal Control Problem, Stochastic Differential Equations, Stochastic Maximum Principles, Switching Law, Cybernetics, Differential Equations, Diffusion, Information Science, Interfaces (computer), Maximum Principle, Optimal Control Systems, Stochastic Control Systems, Switching Systems | |
| dc.subject | Equality constraints, Necessary conditions of optimality, Operating modes, Optimal control problem, Stochastic differential equations, Stochastic maximum principles, Switching law, Cybernetics, Differential equations, Diffusion, Information science, Interfaces (computer), Maximum principle, Optimal control systems, Stochastic control systems, Switching systems | |
| dc.subject | Optimal Control Problem | |
| dc.subject | Switching System | |
| dc.subject | Stochastic Control System | |
| dc.subject | Switching Law | |
| dc.subject | Maximum Principle | |
| dc.subject | Stochastic Differential Equation | |
| dc.title | Stochastic maximum principle for switching systems | |
| dc.type | Conference Object | |
| dspace.entity.type | Publication | |
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| gdc.description.department | ||
| gdc.description.departmenttemp | [Aghayeva, Charkaz] Yasar Univ, Izmir, Turkey; [Abushov, Gurban] Cybernet Inst ANAS, Baku, Azerbaijan | |
| gdc.description.endpage | 4 | |
| gdc.description.publicationcategory | Konferans Öğesi - Uluslararası - Kurum Öğretim Elemanı | |
| gdc.description.startpage | 1 | |
| gdc.description.woscitationindex | Conference Proceedings Citation Index - Science | |
| gdc.identifier.openalex | W2546128479 | |
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| person.identifier.scopus-author-id | Aghayeva- Charkaz A. (54789402600), Abushov- Gurban (55647082700) | |
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