The maximum principle for the nonlinear stochastic optimal control problem of switching systems
| dc.contributor.author | Charkaz Aghayeva | |
| dc.contributor.author | Qurban Abushov | |
| dc.date | JUN | |
| dc.date.accessioned | 2025-10-06T16:21:39Z | |
| dc.date.issued | 2013 | |
| dc.description.abstract | The aim of this paper is to present a stochastic maximum principle for an optimal control problem of switching systems. It presents necessary conditions of optimality in the form of a maximum principle for stochastic switching systems in which the dynamic of the constituent processes takes the form of stochastic differential equations. The restrictions on transitions for the system are described through equality constraints. | |
| dc.identifier.doi | 10.1007/s10898-011-9825-8 | |
| dc.identifier.issn | 0925-5001 | |
| dc.identifier.issn | 1573-2916 | |
| dc.identifier.uri | http://dx.doi.org/10.1007/s10898-011-9825-8 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/6991 | |
| dc.language.iso | English | |
| dc.publisher | SPRINGER | |
| dc.relation.ispartof | Journal of Global Optimization | |
| dc.source | JOURNAL OF GLOBAL OPTIMIZATION | |
| dc.subject | Switching system, Nonlinear stochastic differential equations, Stochastic optimal control problem, Maximum principle, Admissible controls, Adjoint stochastic differential equations, Switching law | |
| dc.title | The maximum principle for the nonlinear stochastic optimal control problem of switching systems | |
| dc.type | Article | |
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| gdc.description.endpage | 352 | |
| gdc.description.startpage | 341 | |
| gdc.description.volume | 56 | |
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| gdc.oaire.keywords | admissible controls | |
| gdc.oaire.keywords | stochastic optimal control problem | |
| gdc.oaire.keywords | Optimality conditions for problems involving randomness | |
| gdc.oaire.keywords | Stochastic ordinary differential equations (aspects of stochastic analysis) | |
| gdc.oaire.keywords | maximum principle | |
| gdc.oaire.keywords | switching law | |
| gdc.oaire.keywords | Optimal stochastic control | |
| gdc.oaire.keywords | nonlinear stochastic differential equations | |
| gdc.oaire.keywords | Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) | |
| gdc.oaire.keywords | Nonlinear systems in control theory | |
| gdc.oaire.keywords | switching system | |
| gdc.oaire.keywords | adjoint stochastic differential equations | |
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| gdc.oaire.sciencefields | 0101 mathematics | |
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| oaire.citation.endPage | 352 | |
| oaire.citation.startPage | 341 | |
| person.identifier.orcid | Agayeva- Cerkez/0000-0003-0507-9785 | |
| publicationissue.issueNumber | 2 | |
| publicationvolume.volumeNumber | 56 | |
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