Necessary condition of optimality for stochastic control systems with variable structure

C. A. AgayevaQ. U. AbushovAbushov, Q.U.Agayeva, C.A.L SakalauskasGW WeberEK Zavadskas2025-10-062008978-9955-28-283-997899552828392-s2.0-84910113731https://gcris.yasar.edu.tr/handle/123456789/6205It is considered control system with variable structure described stochastic differential equations. A maximum principle for some non-linear stochastic control system is proved.Englishinfo:eu-repo/semantics/closedAccessstochastic differential equations, variable structure, stochastic optimal control problem, necessary conditions of optimality, maximum principle admissible controlsStochastic Differential EquationsStochastic Optimal Control ProblemMaximum Principle Admissible ControlsNecessary Conditions of OptimalityVariable StructureNecessary condition of optimality for stochastic control systems with variable structureConference Object