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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| Date: | 2008 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
Інститут математики НАН України
2008
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| 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 |
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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 |
| _version_ |
1850864681139306496 |