Yazar
Toplam kayıt 2, listelenen: 1-2
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Stochastic maximum principle for switching systems
(2012 4th International Conference "Problems of Cybernetics and Informatics", PCI 2012 - Proceedings, 2012)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 take the form of stochastic differential ... -
Stochastic Maximum Principle for Switching Systems
(IEEE, 2012)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 take the form of stochastic differential ...
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