On one stochastic optimal control problem with variable delay
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
On one stochastic optimal control problem with variable delay
|
|
| Creator |
Agayeva, Ch.A.
Allahverdiyeva, J.J. |
|
| Description |
The purpose of this paper is to give necessary conditions for the optimality of nonlinear stochastic control systems with variable delay and with constraint on the right end of a trajectory. The necessary optimality conditions in the form of a stochastic analogy of the maximum principle are obtained. These conditions are contained in Theorems 1 and 2.
|
|
| Date |
2009-11-19T13:56:32Z
2009-11-19T13:56:32Z 2007 |
|
| Type |
Article
|
|
| Identifier |
On one stochastic optimal control problem with variable delay / Ch.A. Agayeva, J.J. Allahverdiyeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 3–11. — Бібліогр.: 6 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4501 519.21 |
|
| Language |
en
|
|
| Publisher |
Інститут математики НАН України
|
|