On one stochastic optimal control problem with variable delay
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...
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| Дата: | 2007 |
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| Автори: | , |
| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Інститут математики НАН України
2007
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| Онлайн доступ: | http://dspace.nbuv.gov.ua/handle/123456789/4501 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Цитувати: | 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. |
Репозитарії
Digital Library of Periodicals of National Academy of Sciences of Ukraine| id |
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irk-123456789-45012009-11-20T12:00:36Z On one stochastic optimal control problem with variable delay Agayeva, Ch.A. Allahverdiyeva, J.J. 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. 2007 Article 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 en Інститут математики НАН України |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| language |
English |
| 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. |
| format |
Article |
| author |
Agayeva, Ch.A. Allahverdiyeva, J.J. |
| spellingShingle |
Agayeva, Ch.A. Allahverdiyeva, J.J. On one stochastic optimal control problem with variable delay |
| author_facet |
Agayeva, Ch.A. Allahverdiyeva, J.J. |
| author_sort |
Agayeva, Ch.A. |
| title |
On one stochastic optimal control problem with variable delay |
| title_short |
On one stochastic optimal control problem with variable delay |
| title_full |
On one stochastic optimal control problem with variable delay |
| title_fullStr |
On one stochastic optimal control problem with variable delay |
| title_full_unstemmed |
On one stochastic optimal control problem with variable delay |
| title_sort |
on one stochastic optimal control problem with variable delay |
| publisher |
Інститут математики НАН України |
| publishDate |
2007 |
| url |
http://dspace.nbuv.gov.ua/handle/123456789/4501 |
| citation_txt |
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. |
| work_keys_str_mv |
AT agayevacha ononestochasticoptimalcontrolproblemwithvariabledelay AT allahverdiyevajj ononestochasticoptimalcontrolproblemwithvariabledelay |
| first_indexed |
2023-03-24T08:30:26Z |
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2023-03-24T08:30:26Z |
| _version_ |
1796139187233095680 |