SECOND ORDER NECESSARY CONDITIONS OF OPTIMALITY FOR STOCHASTIC SYSTEMS WITH VARIABLE DELAY
| dc.contributor.author | Ch. A. Agayeva | |
| dc.date.accessioned | 2025-10-06T16:21:40Z | |
| dc.date.issued | 2010 | |
| 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. | |
| dc.identifier.issn | 0094-9000 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/7003 | |
| dc.language.iso | English | |
| dc.publisher | AMER MATHEMATICAL SOC | |
| dc.source | THEORY OF PROBABILITY AND MATHEMATICAL STATISTICS | |
| dc.subject | Stochastic differential equations with delay, stochastic control problem, necessary condition of optimality, singular controls, adjoint stochastic differential equations | |
| dc.title | SECOND ORDER NECESSARY CONDITIONS OF OPTIMALITY FOR STOCHASTIC SYSTEMS WITH VARIABLE DELAY | |
| dc.type | Article | |
| dspace.entity.type | Publication | |
| gdc.coar.type | text::journal::journal article | |
| gdc.index.type | WoS | |
| oaire.citation.endPage | 11 | |
| oaire.citation.startPage | 2 | |
| person.identifier.orcid | Agayeva- Cerkez/0000-0003-0507-9785 | |
| publicationvolume.volumeNumber | 83 | |
| relation.isOrgUnitOfPublication | ac5ddece-c76d-476d-ab30-e4d3029dee37 | |
| relation.isOrgUnitOfPublication.latestForDiscovery | ac5ddece-c76d-476d-ab30-e4d3029dee37 |