On one stochastic optimal control problem with variable delay
A stochastic optimal control problem with variable delays in control is considered. The maximum principle for nonlinear stochastic control system with constrains in the right end of trajectory is proved.
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| Datum: | 2007 |
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| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | Englisch |
| Veröffentlicht: |
Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4471 |
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| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | On one stochastic optimal control problem with variable delay / C. Agayeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 1-12. — Бібліогр.: 7 назв.— англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862578510940340224 |
|---|---|
| author | Agayeva, C. |
| author_facet | Agayeva, C. |
| citation_txt | On one stochastic optimal control problem with variable delay / C. Agayeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 1-12. — Бібліогр.: 7 назв.— англ. |
| collection | DSpace DC |
| description | A stochastic optimal control problem with variable delays in control is considered. The maximum principle for nonlinear stochastic control system with constrains in the right end of trajectory is proved.
|
| first_indexed | 2025-11-26T17:21:51Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4471 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-11-26T17:21:51Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | Agayeva, C. 2009-11-19T10:02:36Z 2009-11-19T10:02:36Z 2007 On one stochastic optimal control problem with variable delay / C. Agayeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 1-2. — С. 1-12. — Бібліогр.: 7 назв.— англ. 0321-3900 https://nasplib.isofts.kiev.ua/handle/123456789/4471 A stochastic optimal control problem with variable delays in control is considered. The maximum principle for nonlinear stochastic control system with constrains in the right end of trajectory is proved. en Інститут математики НАН України On one stochastic optimal control problem with variable delay Article published earlier |
| spellingShingle | On one stochastic optimal control problem with variable delay Agayeva, C. |
| title | 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_short | On one stochastic optimal control problem with variable delay |
| title_sort | on one stochastic optimal control problem with variable delay |
| url | https://nasplib.isofts.kiev.ua/handle/123456789/4471 |
| work_keys_str_mv | AT agayevac ononestochasticoptimalcontrolproblemwithvariabledelay |