The maximum principle for the nonlinear stochastic optimal control problem of switching systems
| dc.contributor.author | Charkaz A. Aghayeva | |
| dc.contributor.author | Qurban U. Abushov | |
| dc.contributor.author | Aghayeva, Charkaz | |
| dc.contributor.author | Abushov, Qurban | |
| dc.date.accessioned | 2025-10-06T17:52:46Z | |
| 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. © 2011 Springer Science+Business Media LLC. © 2013 Elsevier B.V. All rights reserved. | |
| dc.identifier.doi | 10.1007/s10898-011-9825-8 | |
| dc.identifier.issn | 09255001, 15732916 | |
| dc.identifier.issn | 0925-5001 | |
| dc.identifier.issn | 1573-2916 | |
| dc.identifier.scopus | 2-s2.0-84879026892 | |
| dc.identifier.uri | https://www.scopus.com/inward/record.uri?eid=2-s2.0-84879026892&doi=10.1007%2Fs10898-011-9825-8&partnerID=40&md5=af5b8858e1bd322c2498b63dbda5f1f5 | |
| dc.identifier.uri | https://gcris.yasar.edu.tr/handle/123456789/10099 | |
| dc.identifier.uri | https://doi.org/10.1007/s10898-011-9825-8 | |
| dc.language.iso | English | |
| dc.publisher | Springer | |
| dc.relation.ispartof | Journal of Global Optimization | |
| dc.rights | info:eu-repo/semantics/closedAccess | |
| dc.source | Journal of Global Optimization | |
| dc.subject | Adjoint Stochastic Differential Equations, Admissible Controls, Maximum Principle, Nonlinear Stochastic Differential Equations, Stochastic Optimal Control Problem, Switching Law, Switching System, Admissible Control, Equality Constraints, Necessary Conditions Of Optimality, Optimal Control Problem, Stochastic Differential Equations, Stochastic Maximum Principles, Stochastic Optimal Control Problem, Switching Law, Differential Equations, Maximum Principle, Optimal Control Systems, Stochastic Systems, Switching Systems | |
| dc.subject | Admissible control, Equality constraints, Necessary conditions of optimality, Optimal control problem, Stochastic differential equations, Stochastic maximum principles, Stochastic optimal control problem, Switching law, Differential equations, Maximum principle, Optimal control systems, Stochastic systems, Switching systems | |
| dc.subject | Stochastic Optimal Control Problem | |
| dc.subject | Switching Law | |
| dc.subject | Nonlinear Stochastic Differential Equations | |
| dc.subject | Admissible Controls | |
| dc.subject | Switching System | |
| dc.subject | Adjoint Stochastic Differential Equations | |
| dc.subject | Maximum Principle | |
| dc.title | The maximum principle for the nonlinear stochastic optimal control problem of switching systems | |
| dc.type | Conference Object | |
| dspace.entity.type | Publication | |
| gdc.author.id | Ağayeva, Çerkez/0000-0003-0507-9785 | |
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| gdc.author.scopusid | 54789486300 | |
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| gdc.description.department | ||
| gdc.description.departmenttemp | [Aghayeva, Charkaz] Yasar Univ, Fac Sci & Letters, Dept Stat, TR-35100 Izmir, Turkey; [Abushov, Qurban] Azerbaijan Natl Acad Sci, Inst Cybernet, Baku 1141, Azerbaijan | |
| gdc.description.endpage | 352 | |
| gdc.description.issue | 2 | |
| gdc.description.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | |
| gdc.description.startpage | 341 | |
| gdc.description.volume | 56 | |
| gdc.description.woscitationindex | Science Citation Index Expanded | |
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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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| oaire.citation.endPage | 352 | |
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| person.identifier.scopus-author-id | Aghayeva- Charkaz A. (54789402600), Abushov- Qurban U. (54789486300) | |
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