Stochastic singular optimal control problem of switching systems with constraints

Aghayeva C.

JOURNAL OF INEQUALITIES AND APPLICATIONS, cilt.2016, ss.1-14, 2016 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 2016
  • Basım Tarihi: 2016
  • Doi Numarası: 10.1186/s13660-015-0944-5
  • Dergi Adı: JOURNAL OF INEQUALITIES AND APPLICATIONS
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus
  • Sayfa Sayıları: ss.1-14
  • Anahtar Kelimeler: stochastic optimal control, necessary condition of optimality, singular switching systems, transversality conditions, MAXIMUM PRINCIPLE
  • Anadolu Üniversitesi Adresli: Evet

Özet

This paper is devoted to the optimal control problem of switching system in which constraints on the state variable are given by inclusions. Using Ekeland's variational principle, second-order necessary condition of optimality for stochastic switching systems with constraints is obtained, and transversality conditions for switching law are established.