Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type
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Publication:544727
DOI10.1134/S0005117910110093zbMATH Open1231.49023MaRDI QIDQ544727FDOQ544727
Authors: N. E. Rodnishchev, A. Kh. Khairullin
Publication date: 16 June 2011
Published in: Automation and Remote Control (Search for Journal in Brave)
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Cites Work
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- Nonlinear stochastic systems under constraints: Optimization of their control
- Optimal control of nonlinear stochastic systems under constraints: an approximate determination method
- Necessary conditions for the optimal control of constrained discontinuous nonlinear stochastic systems
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- Mean-optimality principle for systems with random jump structure
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