Stochastic optimal control problem of constrained switching system with delay

DOI10.2298/FIL1603711AzbMath1461.93537OpenAlexW2345334117MaRDI QIDQ5279342

Charkaz Aghayeva

Publication date: 19 July 2017

Published in: Filomat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2298/fil1603711a

zbMATH Keywords

maximum principleoptimal control problemstochastic control systemswitching systemswitching lawdifferential equation with delay

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Delay control/observation systems (93C43)

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