Algorithms for Optimal Control of Stochastic Switching Systems
نویسندگان
چکیده
منابع مشابه
Stochastic singular optimal control problem of switching systems with constraints
*Correspondence: [email protected] Department of Industrial Engineering, Anadolu University, Eskisehir, Turkey Institute of Control Systems, ANAS, Baku, Azerbaijan Abstract This paper is devoted to the optimal control problem of switching system in which constraints on the state variable are given by inclusions. Using Ekeland’s variational principle, second-order necessary condition of ...
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ژورنال
عنوان ژورنال: Theory of Probability & Its Applications
سال: 2016
ISSN: 0040-585X,1095-7219
DOI: 10.1137/s0040585x97t987910