Stochastic optimal control problem of constrained switching system with delay

DOI10.2298/FIL1603711AMaRDI QIDQ5279342zbMATH OpenOpenAlexFDO

Authors Charkaz Aghayeva

Publication date 19 July 2017

Published in Filomat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2298/fil1603711a

zbMATH Keywords

differential equation with delaymaximum principleoptimal control problemstochastic control systemswitching lawswitching system

Mathematics Subject Classification ID

Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Delay control/observation systems (93C43) Optimal stochastic control (93E20)

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• Optimal control of switched systems with time delay
• Optimal control of switching times in switched stochastic systems
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• Optimal control of finite horizon type for a multidimensional delayed switching system
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