In this paper, we study two kinds of singular optimal controls (SOCs for short) problems where the systems governed by forward-backward stochastic differential equations (FBSDEs short), in which control has components: regular control, and one. Both drift diffusion terms may involve variable. The domain is postulated to be convex. Under certain assumptions, framework Malliavin calculus, derive ...

In this paper, problems of stability in measure and optimal control are considered for an uncertain continuous-time singular system which can be described by uncertain differential equations. Singular system is assumed to be regular and impulse-free. Under some given assumptions, the existence and uniqueness of the solution, and stability in measure of the singular system are presented. Then, b...

This paper is devoted to the development of an optimal control system of trajectory movement of a mobile robot. Synthesis of the trajectory control law is based on the methods of optimal control and asymptotical methods of singular perturbation theory. Singular perturbation theory’s methods are used for reducing the order of the solving problem and it helps to simplify the realization of the co...