Necessary condition for some singular stochastic control systems with variable delay
N Morali, CA Agayeva - Theory of Stochastic Processes, 2008 - mathnet.ru
The necessary conditions of optimality for systems which are described by stochastic
differential equations with constant delay are obtained in [1, 2] and with variable delay in [3,
4]. In the present paper we consider optimal control problem for stochastic delay systems
with constraint on the state variable. It is obtained new necessary condition of optimality for a
singular systems [5, 6].
differential equations with constant delay are obtained in [1, 2] and with variable delay in [3,
4]. In the present paper we consider optimal control problem for stochastic delay systems
with constraint on the state variable. It is obtained new necessary condition of optimality for a
singular systems [5, 6].
Necessary condition for some singular stochastic control systems with variable delay
M Nilgun, CA Agayeva - 2008 - dspace.nbuv.gov.ua
… The purpose of this paper is to study conditions for the optimality of singular stochastic
control systems with variable delay and constraint on the endpoint of state. The necessary
condition of optimality for singular systems is obtained. … In the present paper we consider
optimal control problem for stochastic delay systems with constraint on the state variable. It
is obtained new …
control systems with variable delay and constraint on the endpoint of state. The necessary
condition of optimality for singular systems is obtained. … In the present paper we consider
optimal control problem for stochastic delay systems with constraint on the state variable. It
is obtained new …
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