Charkaz A. AghayevaQurban U. AbushovAghayeva, C.A.Abushov, Q.U.2025-10-06201097899552859772-s2.0-84875995362https://www.scopus.com/inward/record.uri?eid=2-s2.0-84875995362&partnerID=40&md5=383156be73b687a654c3af1112e994d9https://gcris.yasar.edu.tr/handle/123456789/10297In this paper we discuss stochastic optimization problem for controlled switching systems. The maximum principle as the necessary condition of optimality is proved for a stochastic dynamical systems that consist of several subsystems which are described by the stochastic differential equations. © Izmir University of Economics Turkey 2010. © 2014 Elsevier B.V. All rights reserved.Englishinfo:eu-repo/semantics/closedAccessAdjoint Stochastic Differential Equations, Admissible Controls, Maximum Principle, Nonlinear Stochastic Differential Equations, Stochastic Optimal Control Problem, Switching Law, Switching System, Differential Equations, Maximum Principle, Optimal Control Systems, Optimization, Switching Systems, Admissible Control, Controlled Switching, Stochastic Control, Stochastic Differential Equations, Stochastic Dynamical System, Stochastic Optimal Control Problem, Stochastic Optimization Problems, Switching Law, Stochastic Control SystemsDifferential equations, Maximum principle, Optimal control systems, Optimization, Switching systems, Admissible control, Controlled switching, Stochastic control, Stochastic differential equations, Stochastic dynamical system, Stochastic optimal control problem, Stochastic optimization problems, Switching law, Stochastic control systemsStochastic Optimal Control ProblemSwitching LawNonlinear Stochastic Differential EquationsAdmissible ControlsSwitching SystemAdjoint Stochastic Differential EquationsMaximum PrincipleConference Object