Перегляд за автором "Agayeva, Ch.A."

Сортувати за: Порядок: Результатів:

  • Necessary condition for some singular stochastic control systems with variable delay 
    Nilgun, M.; Agayeva, Ch.A. (2008)
    The purpose of this paper is to study conditions for the optimality of singular stochastic control systems with variable delay and constraint on the endpoint of state. The necessary condition of optimality for singular ...
  • On one stochastic optimal control problem with variable delay 
    Agayeva, Ch.A.; Allahverdiyeva, J.J. (2007)
    The purpose of this paper is to give necessary conditions for the optimality of nonlinear stochastic control systems with variable delay and with constraint on the right end of a trajectory. The necessary optimality ...
  • Stochastic optimal control problem with delay 
    Agayeva, Ch.A. (2006)
    A stochastic optimal control problem with variable delay on phase and on control is considered. The maximum principle for a nonlinear stochastic control system with controlled diffussion coeffcient is proved.