Stochastic Maximum Principle for Switching Systems
| dc.contributor.author | Charkaz Aghayeva | |
| dc.contributor.author | Gurban Abushov | |
| dc.contributor.editor | K AidaZade | |
| dc.coverage.spatial | 4th International Conference on Problems of Cybernetics and Informatics (PCI) | |
| dc.date.accessioned | 2025-10-06T16:21:47Z | |
| 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. | |
| dc.identifier.isbn | 978-1-4673-4502-6, 978-1-4673-4500-2 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7039 | |
| dc.language.iso | English | |
| dc.publisher | IEEE | |
| dc.relation.ispartof | 4th International Conference on Problems of Cybernetics and Informatics (PCI) | |
| dc.source | 2012 IV INTERNATIONAL CONFERENCE PROBLEMS OF CYBERNETICS AND INFORMATICS (PCI) | |
| dc.subject | stochastic differential equation, stochastic control system, optimal control problem, maximum principle, switching system, switching law | |
| dc.title | Stochastic Maximum Principle for Switching Systems | |
| dc.type | Conference Object | |
| dspace.entity.type | Publication | |
| gdc.coar.type | text::conference output | |
| gdc.index.type | WoS | |
| person.identifier.orcid | Agayeva- Cerkez/0000-0003-0507-9785 | |
| relation.isOrgUnitOfPublication | ac5ddece-c76d-476d-ab30-e4d3029dee37 | |
| relation.isOrgUnitOfPublication.latestForDiscovery | ac5ddece-c76d-476d-ab30-e4d3029dee37 |