Second order necessary conditions of optimality for stochastic systems with variable delay
| dc.contributor.author | Ch A. Agayeva | |
| dc.contributor.author | Agayeva, CH. A. | |
| dc.date.accessioned | 2025-10-06T17:52:58Z | |
| dc.date.issued | 2011 | |
| dc.description.abstract | The purpose of this paper is to give necessary conditions of optimality of nonlinear stochastic control systems with variable delay for singular controls. As a result the second order necessary optimality condition for the stochastic system with uncontrolled diffusion coefficient is obtained. © 2012 American Mathematical Society. © 2012 Elsevier B.V. All rights reserved. | |
| dc.identifier.doi | 10.1090/S0094-9000-2012-00837-5 | |
| dc.identifier.issn | 15477363, 00949000 | |
| dc.identifier.issn | 0094-9000 | |
| dc.identifier.issn | 1547-7363 | |
| dc.identifier.scopus | 2-s2.0-84865032817 | |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84865032817&doi=10.1090%2FS0094-9000-2012-00837-5&partnerID=40&md5=65b58fbe7de48dea833f6ab8dab12648 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/10207 | |
| dc.identifier.uri | https://doi.org/10.1090/S0094-9000-2012-00837-5 | |
| dc.language.iso | English | |
| dc.publisher | Amer Mathematical Soc | |
| dc.relation.ispartof | Theory of Probability and Mathematical Statistics | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.source | Theory of Probability and Mathematical Statistics | |
| dc.subject | Adjoint Stochastic Differential Equations, Necessary Condition Of Optimality, Singular Controls, Stochastic Control Problem, Stochastic Differential Equations With Delay | |
| dc.subject | Adjoint Stochastic Differential Equations | |
| dc.subject | Necessary Condition of Optimality | |
| dc.subject | Singular Controls | |
| dc.subject | Stochastic Differential Equations with Delay | |
| dc.subject | Stochastic Control Problem | |
| dc.title | Second order necessary conditions of optimality for stochastic systems with variable delay | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.author.id | Ağayeva, Çerkez/0000-0003-0507-9785 | |
| gdc.author.institutional | Agayeva, CH. A. (55337197200) | |
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| gdc.description.department | ||
| gdc.description.departmenttemp | [Agayeva, Ch. A.] Yasar Univ, Izmir, Turkey; [Agayeva, Ch. A.] Inst Cybernet, Baku, Azerbaijan | |
| gdc.description.endpage | 12 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
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| gdc.description.volume | 83 | |
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| gdc.oaire.keywords | necessary condition of optimality | |
| gdc.oaire.keywords | stochastic differential equations with delay | |
| gdc.oaire.keywords | Optimal stochastic control | |
| gdc.oaire.keywords | Optimality conditions for problems involving randomness | |
| gdc.oaire.keywords | stochastic control problem | |
| gdc.oaire.keywords | singular controls | |
| gdc.oaire.keywords | adjoint stochastic differential equations | |
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| person.identifier.scopus-author-id | Agayeva- Ch A. (55337197200) | |
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