Stochastic singular optimal control problem of switching systems with constraints
JOURNAL OF INEQUALITIES AND APPLICATIONS, cilt.2016, ss.1-14, 2016 (SCI-Expanded, Scopus)
- 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.