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 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
2008
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| Online Zugang: | http://dspace.nbuv.gov.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. |