scientific article; zbMATH DE number 6487802

MaRDI QIDQ2948360zbMATH OpenFDO

Authors Charkaz Aghayeva

Publication date 30 September 2015

zbMATH Keywords

optimal control problemswitching lawstochastic differential equation with delaystochastic switching system

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

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Cited in

(6)

• Necessary and sufficient conditions for near-optimality of stochastic delay systems
• Stochastic maximum principle for nonlinear optimal control problem of switching systems
• Stochastic optimal control problem of constrained switching system with delay
• Necessary conditions of optimality for stochastic switching control systems
• Stochastic optimal control problem for switching systems with constraints
• The maximum principle for the nonlinear stochastic optimal control problem of switching systems

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