Copy For Citation
Aghayeva C.
JOURNAL OF INEQUALITIES AND APPLICATIONS, vol.2016, pp.1-14, 2016 (SCI-Expanded)
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Publication Type:
Article / Article
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Volume:
2016
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Publication Date:
2016
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Doi Number:
10.1186/s13660-015-0944-5
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Journal Name:
JOURNAL OF INEQUALITIES AND APPLICATIONS
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Journal Indexes:
Science Citation Index Expanded (SCI-EXPANDED), Scopus
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Page Numbers:
pp.1-14
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Keywords:
stochastic optimal control, necessary condition of optimality, singular switching systems, transversality conditions, MAXIMUM PRINCIPLE
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Anadolu University Affiliated:
Yes
Abstract
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.