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    • Stochastic maximum principle for switching systems 

      Agayeva, C.A.; Abushov, G. (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 ...