R.O. Mastaliyev
Multipoint necessary optimality condition for singular controls in stochastic systems


The optimal control problem is considered in which the state of the process is determined by the system of Ito stochastic differential equations. The so-called multipoint [1-4] necessary optimality conditions for singular controls in the sense of Pontryagin's maximum principle are established.

Keywords: Stochastic differential equation, Stochastic optimal control problem, Optimal control, Pontryagin's stochastic maximum principle, Singular controls, Multipoint necessary optimality conditions for singular controls
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