Charkaz A. AghayevaQurban U. AbushovAghayeva, CharkazAbushov, Qurban2025-10-06201309255001, 157329160925-50011573-291610.1007/s10898-011-9825-82-s2.0-84879026892https://www.scopus.com/inward/record.uri?eid=2-s2.0-84879026892&doi=10.1007%2Fs10898-011-9825-8&partnerID=40&md5=af5b8858e1bd322c2498b63dbda5f1f5https://gcris.yasar.edu.tr/handle/123456789/10099https://doi.org/10.1007/s10898-011-9825-8The 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.Englishinfo:eu-repo/semantics/closedAccessAdjoint 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 SystemsAdmissible 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 systemsStochastic Optimal Control ProblemSwitching LawNonlinear Stochastic Differential EquationsAdmissible ControlsSwitching SystemAdjoint Stochastic Differential EquationsMaximum PrincipleConference Object