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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Datum:2008
Hauptverfasser: Nilgun, M., Agayeva, Ch.A.
Format: Artikel
Sprache:Englisch
Veröffentlicht: Інститут математики НАН України 2008
Online Zugang:https://nasplib.isofts.kiev.ua/handle/123456789/4557
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Назва журналу:Digital Library of Periodicals of National Academy of Sciences of Ukraine
Zitieren: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
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author Nilgun, M.
Agayeva, Ch.A.
author_facet Nilgun, M.
Agayeva, Ch.A.
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.
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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.
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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
spellingShingle Necessary condition for some singular stochastic control systems with variable delay
Nilgun, M.
Agayeva, Ch.A.
title 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_short Necessary condition for some singular stochastic control systems with variable delay
title_sort necessary condition for some singular stochastic control systems with variable delay
url https://nasplib.isofts.kiev.ua/handle/123456789/4557
work_keys_str_mv AT nilgunm necessaryconditionforsomesingularstochasticcontrolsystemswithvariabledelay
AT agayevacha necessaryconditionforsomesingularstochasticcontrolsystemswithvariabledelay