| dc.contributor.author | Aghayeva, Charkaz | |
| dc.date.accessioned | 2019-10-21T20:41:29Z | |
| dc.date.available | 2019-10-21T20:41:29Z | |
| dc.date.issued | 2016 | |
| dc.identifier.issn | 1029-242X | |
| dc.identifier.uri | https://dx.doi.org/10.1186/s13660-016-1046-8 | |
| dc.identifier.uri | https://hdl.handle.net/11421/20803 | |
| dc.description | WOS: 000378992800001 | en_US |
| dc.description.abstract | This paper is devoted to the optimal control problem for stochastic linear switching systems with a quadratic cost functional. A necessary and sufficient condition of optimality for mentioned linear control systems under endpoint constraints is obtained. A linear quadratic controller is simply constructed via a set of stochastic backward Riccati equations. | en_US |
| dc.description.sponsorship | Anadolu University, Turkey [1505F202] | en_US |
| dc.description.sponsorship | The author thanks the two anonymous reviewers whose comments and suggestions helped improve this manuscript. The research underlying this paper is supported by the Scientific Research Project No. 1505F202 of Anadolu University, Turkey. | en_US |
| dc.language.iso | eng | en_US |
| dc.publisher | Springer International Publishing Ag | en_US |
| dc.relation.isversionof | 10.1186/s13660-016-1046-8 | en_US |
| dc.rights | info:eu-repo/semantics/openAccess | en_US |
| dc.subject | Stochastic Linear System | en_US |
| dc.subject | Conditions Of Optimality | en_US |
| dc.subject | Switching Systems | en_US |
| dc.subject | Transversality Conditions | en_US |
| dc.title | Stochastic linear quadratic control problem of switching systems with constraints | en_US |
| dc.type | article | en_US |
| dc.relation.journal | Journal of Inequalities and Applications | en_US |
| dc.contributor.department | Anadolu Üniversitesi, Mühendislik Fakültesi, Endüstri Mühendisliği Bölümü | en_US |
| dc.relation.publicationcategory | Makale - Uluslararası Hakemli Dergi - Kurum Öğretim Elemanı | en_US] |
