Stochastic optimal control problem for switching systems with constraints
maximum principleoptimal control problemstochastic control systemsstochastic differential equationsswitching lawswitching system
Optimality conditions for problems involving randomness (49K45) Stochastic partial differential equations (aspects of stochastic analysis) (60H15) Control/observation systems governed by partial differential equations (93C20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Optimal stochastic control (93E20)
- Necessary conditions of optimality for stochastic switching control systems
- Stochastic maximum principle for nonlinear optimal control problem of switching systems
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- scientific article; zbMATH DE number 6487802
- Stochastic singular optimal control problem of switching systems with constraints
- A penalty function-based random search algorithm for optimal control of switched systems with stochastic constraints and its application in automobile test-driving with gear shifts
- Stochastic maximum principle for nonlinear optimal control problem of switching systems
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems
- Optimal control of stochastic dynamic systems with past history and Poisson switchings
- Stochastic linear quadratic control problem of switching systems with constraints
- Optimal control of switching times in switched stochastic systems
- Team Optimal Control of Stochastically Switched Systems With Local Parameter Knowledge
- scientific article; zbMATH DE number 440543 (Why is no real title available?)
- scientific article; zbMATH DE number 4054408 (Why is no real title available?)
- Necessary and sufficient conditions of near-optimality in a regime-switching diffusion model
- Stochastic optimal control problem of constrained switching system with delay
- Stochastic singular optimal control problem of switching systems with constraints
- Optimal control of aero-engine systems based on a switched LPV model
- \({L}_2\)-gain analysis and fault-tolerant control for nonlinear discrete-time switched systems with time-varying delay and actuator saturation
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