Necessary condition for some singular stochastic control systems with variable delay

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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Bibliographic Details
Date:2008
Main Authors: Nilgun, M., Agayeva, Ch.A.
Format: Article
Language:English
Published: Інститут математики НАН України 2008
Online Access:https://nasplib.isofts.kiev.ua/handle/123456789/4557
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Journal Title:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Cite this: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.

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Digital Library of Periodicals of National Academy of Sciences of Ukraine
id nasplib_isofts_kiev_ua-123456789-4557
record_format dspace
spelling Nilgun, M.
Agayeva, Ch.A.
2009-12-03T16:40:42Z
2009-12-03T16:40:42Z
2008
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
https://nasplib.isofts.kiev.ua/handle/123456789/4557
519.21
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.
en
Інститут математики НАН України
Necessary condition for some singular stochastic control systems with variable delay
Article
published earlier
institution Digital Library of Periodicals of National Academy of Sciences of Ukraine
collection DSpace DC
title Necessary condition for some singular stochastic control systems with variable delay
spellingShingle Necessary condition for some singular stochastic control systems with variable delay
Nilgun, M.
Agayeva, Ch.A.
title_short Necessary condition for some singular stochastic control systems with variable delay
title_full Necessary condition for some singular stochastic control systems with variable delay
title_fullStr Necessary condition for some singular stochastic control systems with variable delay
title_full_unstemmed Necessary condition for some singular stochastic control systems with variable delay
title_sort necessary condition for some singular stochastic control systems with variable delay
author Nilgun, M.
Agayeva, Ch.A.
author_facet Nilgun, M.
Agayeva, Ch.A.
publishDate 2008
language English
publisher Інститут математики НАН України
format Article
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.
issn 0321-3900
url https://nasplib.isofts.kiev.ua/handle/123456789/4557
citation_txt 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.
work_keys_str_mv AT nilgunm necessaryconditionforsomesingularstochasticcontrolsystemswithvariabledelay
AT agayevacha necessaryconditionforsomesingularstochasticcontrolsystemswithvariabledelay
first_indexed 2025-12-07T15:41:49Z
last_indexed 2025-12-07T15:41:49Z
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