The maximum principle for some stochastic control problem of switching system

dc.contributor.author	Agayeva, C.A.
dc.contributor.author	Abushov, Q.U.
dc.date.accessioned	2021-01-25T20:51:42Z
dc.date.available	2021-01-25T20:51:42Z
dc.date.issued	2010
dc.identifier.uri	https://www.scopus.com/inward/record.uri?eid=2-s2.0-84875995362&partnerID=40&md5=383156be73b687a654c3af1112e994d9
dc.identifier.uri	https://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10687
dc.description.abstract	In this paper we discuss stochastic optimization problem for controlled switching systems. The maximum principle as the necessary condition of optimality is proved for a stochastic dynamical systems that consist of several subsystems which are described b
dc.language.iso	English
dc.publisher	24th Mini EURO Conference on Continuous Optimization and Information-Based Technologies in the Financial Sector, MEC EurOPT 2010
dc.title	The maximum principle for some stochastic control problem of switching system
dc.type	Conference Paper
dc.relation.firstpage	100
dc.relation.lastpage	105
dc.description.affiliations	Yasar University, Izmir, Turkey; Institute of Cybernetics, Azerbaijan

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