Stochastic maximum principle for nonlinear optimal control problem of switching systems (Q2349600): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Created a new Item
 
ReferenceBot (talk | contribs)
Changed an Item
 
(3 intermediate revisions by 3 users not shown)
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1016/j.cam.2013.06.010 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2091929087 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4404205 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic switching systems. Analysis and design. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control of switching systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Switching for Ordinary Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: On optimal control problems of a class of impulsive switching systems with terminal states constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4086303 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary Conditions for Continuous Parameter Stochastic Optimization Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3049410 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4742671 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Quadratic Optimal Stochastic Control with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4146655 / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introductory Approach to Duality in Optimal Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controlled diffusion processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3077859 / rank
 
Normal rank
Property / cites work
 
Property / cites work: The maximum principle for the nonlinear stochastic optimal control problem of switching systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4198414 / rank
 
Normal rank
Property / cites work
 
Property / cites work: On the variational principle / rank
 
Normal rank
links / mardi / namelinks / mardi / name
 

Latest revision as of 05:27, 10 July 2024

scientific article
Language Label Description Also known as
English
Stochastic maximum principle for nonlinear optimal control problem of switching systems
scientific article

    Statements

    Stochastic maximum principle for nonlinear optimal control problem of switching systems (English)
    0 references
    0 references
    0 references
    17 June 2015
    0 references
    switching system
    0 references
    nonlinear stochastic differential equations
    0 references
    stochastic optimal control problem
    0 references
    maximum principle
    0 references
    adjoint stochastic differential equations
    0 references
    switching law
    0 references

    Identifiers