Necessary condition of optimality for stochastic control systems with variable structure
Loading...
Date
2008
Authors
Journal Title
Journal ISSN
Volume Title
Publisher
VILNIUS GEDIMINAS TECHNICAL UNIV PRESS TECHNIKA
Open Access Color
OpenAIRE Downloads
OpenAIRE Views
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.
Description
ORCID
Keywords
stochastic differential equations, variable structure, stochastic optimal control problem, necessary conditions of optimality, maximum principle admissible controls, Stochastic Differential Equations, Stochastic Optimal Control Problem, Maximum Principle Admissible Controls, Necessary Conditions of Optimality, Variable Structure
Fields of Science
Citation
WoS Q
Scopus Q
Source
20th International Conference/Euro Mini Conference on Continuous Optimization and Knowledge-Based Technologies (EurOPT 2008)
Volume
Issue
Start Page
77
End Page
81
SCOPUS™ Citations
7
checked on Apr 09, 2026
Web of Science™ Citations
6
checked on Apr 09, 2026
