Stochastic singular optimal control problem of switching systems with constraints

C Aghayeva - Journal of Inequalities and Applications, 2016 - Springer
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 …

[PDF][PDF] Restricted Optimal Control Problem for Stochastic Switching Linear Systems with Variable Delay

Ç Ağayeva, MA Tekin - Muş Alparslan Üniversitesi Fen Bilimleri …, 2018 - dergipark.org.tr
An optimal control problem for stochastic switching systems with variable time delay on state
and restriction at end point is investigated. Stochastic linear quadratic regulator (SLQR) …

Linear Quadratic Control Problem of Stochastic Switching Systems with Delay

CA Aghayeva - Anadolu University Journal of Science and …, 2016 - dergipark.org.tr
Linear Quadratic (LQ) problems constitute important class of optimal control problems. The
solution of this problem has had a profound impact on many economics, engineering …

[PDF][PDF] Değişken gecikmeli kısıtlı stokastik kontrol geçiş sistemleri için regülatör problemi

Ç Ağayeva - Bitlis Eren Üniversitesi Fen Bilimleri Dergisi, 2020 - dergipark.org.tr
Bu makalede, doğrusal stokastik denklemler sınıfıyla ifade olunan geçiş sistemleri ele
alınmıştır. Gecikmeli faz ve kontrol parametreleri içeren diferansiyel denklemler için karesel …