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Charkaz Aghayeva
Information about the author Charkaz Aghayeva will soon be added to the site.
Found
2 papers
in total
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Stochastic optimal control problem for switching systems with constraints
2017
This paper provides necessary conditions of optimality, in the form of a maximum...
The maximum principle for the nonlinear stochastic optimal control problem of switching systems
2013
The aim of this paper is to present a stochastic maximum principle for an optimal...
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