Necessary conditions for optimality of stochastic systems with uncontrollable flow of failures and constraints of the equality and inequality type

DOI10.1134/S0005117910110093zbMath1231.49023MaRDI QIDQ544727

N. E. Rodnishchev, A. Kh. Khairullin

Publication date: 16 June 2011

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

necessary conditions for optimal controlnonlinear random-structure stochastic systems

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Optimality conditions for problems involving randomness (49K45)

Cites Work

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• Nonlinear stochastic systems under constraints: Optimization of their control
• Optimal control of nonlinear stochastic systems under constraints: an approximate determination method
• Necessary conditions for the optimal control of constrained discontinuous nonlinear stochastic systems
• Mean-optimality principle for systems with random jump structure

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