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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| Datum: | 2007 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
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Інститут математики НАН України
2007
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| Online Zugang: | https://nasplib.isofts.kiev.ua/handle/123456789/4501 |
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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 / Ch.A. Agayeva, J.J. Allahverdiyeva // Theory of Stochastic Processes. — 2007. — Т. 13 (29), № 3. — С. 3–11. — Бібліогр.: 6 назв.— англ. |
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Agayeva, Ch.A. Allahverdiyeva, J.J. 2009-11-19T13:56:32Z 2009-11-19T13:56:32Z 2007 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 https://nasplib.isofts.kiev.ua/handle/123456789/4501 519.21 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. en Інститут математики НАН України On one stochastic optimal control problem with variable delay Article published earlier |
| institution |
Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| collection |
DSpace DC |
| title |
On one stochastic optimal control problem with variable delay |
| spellingShingle |
On one stochastic optimal control problem with variable delay Agayeva, Ch.A. Allahverdiyeva, J.J. |
| 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 |
| author |
Agayeva, Ch.A. Allahverdiyeva, J.J. |
| author_facet |
Agayeva, Ch.A. Allahverdiyeva, J.J. |
| publishDate |
2007 |
| language |
English |
| publisher |
Інститут математики НАН України |
| format |
Article |
| 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.
|
| issn |
0321-3900 |
| url |
https://nasplib.isofts.kiev.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 |
2025-12-07T17:40:47Z |
| last_indexed |
2025-12-07T17:40:47Z |
| _version_ |
1850872165374623744 |