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JOURNAL OF INEQUALITIES AND APPLICATIONS, vol.2016, pp.1-14, 2016 (SCI-Expanded)
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JOURNAL OF INEQUALITIES AND APPLICATIONS
Science Citation Index Expanded (SCI-EXPANDED), Scopus
stochastic optimal control, necessary condition of optimality, singular switching systems, transversality conditions, MAXIMUM PRINCIPLE
Anadolu University Affiliated:
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.