Necessary condition for some singular stochastic control systems with variable delay
Vernadsky National Library of Ukraine
Переглянути архів Інформація| Поле | Співвідношення | |
| Title |
Necessary condition for some singular stochastic control systems with variable delay
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| Creator |
Nilgun, M.
Agayeva, Ch.A. |
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| Description |
The purpose of this paper is to study conditions for the optimality of singular stochastic control systems with variable delay and constraint on the endpoint of state. The necessary condition of optimality for singular systems is obtained.
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| Date |
2009-12-03T16:40:42Z
2009-12-03T16:40:42Z 2008 |
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| Type |
Article
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| Identifier |
Necessary condition for some singular stochastic control systems with variable delay / M. Nilgun, Ch.A. Agayeva // Theory of Stochastic Processes. — 2008. — Т. 14 (30), № 2. — С. 108–115. — Бібліогр.: 8 назв.— англ.
0321-3900 http://dspace.nbuv.gov.ua/handle/123456789/4557 519.21 |
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| Language |
en
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| Publisher |
Інститут математики НАН України
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