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Necessary condition for some singular stochastic control systems with variable delay
Nilgun Morali, Agayeva Ch. A. Yasar University, Izmir, Turkey; Institute of Cybernetics, Baku, Azerbaijan
Аннотация:
The purpose of this paper is to study conditions for the optimality of singular stochastic
control systems with variable delay and constraint on the endpoint of state.
The necessary condition of optimality for singular systems is obtained.
Ключевые слова:
Stochastic differential equations with variable delay, optimal control problem,
stochastic control problem, necessary conditions of optimality, admissible controls, singular controls.
Образец цитирования:
Nilgun Morali, Agayeva Ch. A., “Necessary condition for some singular stochastic control systems with variable delay”, Theory Stoch. Process., 14(30):2 (2008), 108–115
Образцы ссылок на эту страницу:
https://www.mathnet.ru/rus/thsp149 https://www.mathnet.ru/rus/thsp/v14/i2/p108
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Страница аннотации: | 86 | PDF полного текста: | 53 | Список литературы: | 20 |
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