The maximum principle for the nonlinear stochastic optimal control problem of switching systems

Charkaz Aghayeva; Qurban Abushov

首页> 外文期刊>Journal of Global Optimization >The maximum principle for the nonlinear stochastic optimal control problem of switching systems

【24h】

The maximum principle for the nonlinear stochastic optimal control problem of switching systems

机译：切换系统非线性随机最优控制问题的最大原理

获取原文

获取原文并翻译 | 示例

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

The aim of this paper is to present a stochastic maximum principle for an optimal control problem of switching systems. It presents necessary conditions of optimality in the form of a maximum principle for stochastic switching systems, in which the dynamic of the constituent processes takes the form of stochastic differential equations. The restrictions on transitions for the system are described through equality constraints.

机译：本文的目的是为开关系统的最优控制问题提出一种随机最大原理。它以随机交换系统的最大原理的形式给出了最优性的必要条件，其中组成过程的动力学采用随机微分方程的形式。通过等式约束描述了系统转换的限制。

著录项

来源
《Journal of Global Optimization》 |2013年第2期|341-352|共12页
作者
Charkaz Aghayeva; Qurban Abushov;
展开▼
作者单位

Department of Statistics, Faculty of Science and Letters, Yasar University. Selcuk Yasar Campus, University Cad. Agacli Yol. No 35-37, 35100 Bornova, Izmir, Turkey;

Institute of Cybernetics, Azerbaijan National Academy of Science, F. Agayev str. 9,1141 Baku, Azerbaijan;

展开▼
收录信息
原文格式 PDF
正文语种 eng
中图分类
关键词
Switching system; Nonlinear stochastic differential equations; Stochastic optimal control problem; Maximum principle; Admissible controls; Adjoint stochastic differential equations; Switching law;

机译：切换系统非线性随机微分方程随机最优控制问题最大原理容许控制伴随随机微分方程切换律;

相似文献

外文文献
中文文献
专利

1. Stochastic maximum principle for nonlinear optimal control problem of switching systems [J] . Qurban Abushov, Charkaz Aghayeva Journal of Computational and Applied Mathematics . 2014,第Pta2期

机译：切换系统非线性最优控制问题的随机最大原理。
2. Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching [J] . Lv Siyu, Tao Ran, Wu Zhen Optimal Control Applications and Methods . 2016,第1期

机译：具有状态切换的预期前向-后向随机差分时滞系统最优控制的最大原理
3. The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system [J] . Sun Zhongyang, Menoukeu-Pamen Olivier Stochastic Analysis and Applications . 2018,第5期

机译：Markov政权切换跳转系统部分观察到的风险敏感最佳控制的最大原理
4. Maximum principle for optimal control problems of backward regime-switching systems involving impulse controls [C] . Wang Shujun, Wu Zhen Chinese Control Conference . 2014

机译：包含脉冲控制的后向切换系统最优控制问题的最大原理
5. Controllability of switched linear systems and the optimal control of nonlinear systems. [D] . Yang, Ying. 1996

机译：线性切换系统的可控制性和非线性系统的最优控制。
6. P-th moment and almost sure stability of stochastic switched nonlinear systems [O] . Haibo Gu, Caixia Gao -1

机译：随机切换非线性系统的P阶矩和几乎确定的稳定性
7. Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems [O] . Shaolin Ji, Haodong Liu 2021

机译：前向后转机差异系统随机最优控制问题的最大原理
8. Optimal Control Theory of Load-Following and Parameter-Tracking of Nonlinear Systems: An Application of Pontryagin Maximum Principle to Reactor Dynamics [R] . March-Leuba, C. , Perez, R. B. 1987

机译：非线性系统负载跟踪与参数跟踪的最优控制理论 - pontryagin最大值原理在反应堆动力学中的应用

The maximum principle for the nonlinear stochastic optimal control problem of switching systems

摘要

著录项

相似文献

相关主题

期刊订阅