The maximum principle for the nonlinear stochastic optimal control problem of switching systems
Year of publication: |
2013
|
---|---|
Authors: | Aghayeva, Charkaz ; Abushov, Qurban |
Published in: |
Journal of Global Optimization. - Springer. - Vol. 56.2013, 2, p. 341-352
|
Publisher: |
Springer |
Subject: | Switching system | Nonlinear stochastic differential equations | Stochastic optimal control problem | Maximum principle | Admissible controls | Adjoint stochastic differential equations | Switching law |
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