NECESSARY CONDITIONS OF OPTIMALITY FOR STOCHASTIC SWITCHING CONTROL SYSTEMS

被引：0
|
作者：
Aghayeva, Charkaz [1 ]
机构：
[1] Anadolu Univ, ANAS, Turkey Ist Control Syst, Dept Ind Engn, Baku, Azerbaijan
来源：
DYNAMIC SYSTEMS AND APPLICATIONS | 2015年 / 24卷 / 03期
关键词：
MAXIMUM PRINCIPLE;
D O I：
暂无
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
This paper is devoted to optimal control problem of stochastic switching systems. Dynamics of this processes governed by stochastic differential equations with control terms in the drift and diffusion coefficients. Necessary conditions for optimality of described systems with the restrictions in each interval are obtained. The constraints on the transitions are described by the set of functional inclusions. Eke land's variational principle are applied to prove maximum principle in general form.
引用
收藏
页码：243 / 258
页数：16
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