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] Necessary conditions of optimality for stochastic switching control systems

C Aghayeva - Dyn. Syst. Appl, 2015 - academia.edu
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 …

Stochastic optimal control problem for switching systems with constraints

C Aghayeva - Optimal Control Applications and Methods, 2017 - Wiley Online Library
This paper provides necessary conditions of optimality, in the form of a maximum principle,
for optimal control problems of switching systems. Dynamics of the constituent processes …

[PDF][PDF] Singular optimal control problem of stochastic switching systems

C Aghayeva, M Alpaslan - Proceedings of the World Congress on …, 2014 - iaeng.org
The work is concerned with singular stochastic optimal control problem of switching systems.
Necessary condition of optimality is an important tool for solution of optimal control problems …

Maximum Principle for Delayed Stochastic Switching System with Constraints

C Aghayeva - Computational Problems in Science and Engineering, 2015 - Springer
This paper is devoted to the stochastic optimal control problem of switching systems with
constraints. Dynamic of the system is described by the collection of delayed stochastic …

Stochastic optimal control problem of constrained switching system with delay

C Aghayeva - Filomat, 2016 - JSTOR
This paper concerns the stochastic optimal control problem of switching systems with delay.
The evolution of the system is governed by the collection of stochastic delay differential …

[PDF][PDF] Linear Quadratic Optimal Control Problem of Stochastic Switching Systems

CA Aghayeva - Journal of Automation and Control Engineering Vol, 2016 - academia.edu
Switched systems have numerous applications in control of real systems as mechanical
systems, automotive industry, aircraft and air traffic control, switching power converters, and …

Maximum Principle of Stochastic Switching Systems with Constraints

C Aghayeva - researchgate.net
A lot of theoretical and numerical advances have recently been realized in the field of
stochastic control. Necessary conditions satisfied by an optimal solution, play an important …