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: | Englisch |
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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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Digital Library of Periodicals of National Academy of Sciences of Ukraine| _version_ | 1862712977074946048 |
|---|---|
| author | Agayeva, Ch.A. Allahverdiyeva, J.J. |
| author_facet | Agayeva, Ch.A. Allahverdiyeva, J.J. |
| 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. |
| collection | DSpace DC |
| 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.
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| first_indexed | 2025-12-07T17:40:47Z |
| format | Article |
| fulltext | |
| id | nasplib_isofts_kiev_ua-123456789-4501 |
| institution | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| issn | 0321-3900 |
| language | English |
| last_indexed | 2025-12-07T17:40:47Z |
| publishDate | 2007 |
| publisher | Інститут математики НАН України |
| record_format | dspace |
| spelling | 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 |
| spellingShingle | On one stochastic optimal control problem with variable delay Agayeva, Ch.A. Allahverdiyeva, J.J. |
| 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/123456789/4501 |
| work_keys_str_mv | AT agayevacha ononestochasticoptimalcontrolproblemwithvariabledelay AT allahverdiyevajj ononestochasticoptimalcontrolproblemwithvariabledelay |