Stochastic maximum principle for switching systems
Abstract
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 equations with control terms in t
URI
https://www.scopus.com/inward/record.uri?eid=2-s2.0-84875994219&doi=10.1109%2fICPCI.2012.6486420&partnerID=40&md5=862da5376239c7d357282a563b57967chttps://dspace.yasar.edu.tr/xmlui/handle/20.500.12742/10548
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