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Stochastic singular optimal control problem of switching systems with constraints.
- Source :
-
Journal of Inequalities & Applications . 1/7/2016, Vol. 2016 Issue 1, p1-14. 14p. - Publication Year :
- 2016
-
Abstract
- This paper is devoted to the optimal control problem of switching system in which constraints on the state variable are given by inclusions. Using Ekeland's variational principle, second-order necessary condition of optimality for stochastic switching systems with constraints is obtained, and transversality conditions for switching law are established. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 10255834
- Volume :
- 2016
- Issue :
- 1
- Database :
- Academic Search Index
- Journal :
- Journal of Inequalities & Applications
- Publication Type :
- Academic Journal
- Accession number :
- 112131858
- Full Text :
- https://doi.org/10.1186/s13660-015-0944-5