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Necessary condition of optimality for stochastic control systems with variable structure
(VILNIUS GEDIMINAS TECHNICAL UNIV PRESS, TECHNIKA, 2008)
It is considered control system with variable structure described stochastic differential equations. A maximum principle for some non-linear stochastic control system is proved.
Necessary condition of optimality for stochastic control systems with variable structure
(20th International Conference EURO Mini Conference "Continuous Optimization and Knowledge-Based Technologies", EurOPT 2008, 2008)
It is considered control system with variable structure described stochastic differential equations. A maximum principle for some non-linear stochastic control system is proved © Institute of Mathematics and Informatics, 2008.
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