Stochastic singular optimal control problem of switching systems with constraints

被引：0
|
作者：
Charkaz Aghayeva
机构：
[1] Anadolu University,Department of Industrial Engineering
[2] ANAS,Institute of Control Systems
来源：
Journal of Inequalities and Applications | / 2016卷
关键词：
stochastic optimal control; necessary condition of optimality; singular switching systems; transversality conditions;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
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.
引用
收藏
相关论文
共 50 条
12345