Shahlar Meherrem - Academia.edu (original) (raw)
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Papers by Shahlar Meherrem
2012 IV International Conference "Problems of Cybernetics and Informatics" (PCI), 2012
In this study, the authors investigate necessary optimality condition for switching optimal contr... more In this study, the authors investigate necessary optimality condition for switching optimal control problem. By using transformation, which described in this paper, the original switching discrete optimal control problem reduces to discrete optimal control problem and then by using Pontryagin maximum principle it is got necessary optimality condition for the original problem.
Abstract and Applied Analysis, 2013
We examine the relationships between lower exhausters, quasidifferentiability (in the Demyanov an... more We examine the relationships between lower exhausters, quasidifferentiability (in the Demyanov and Rubinov sense), and optimal control for switching systems. Firstly, we get necessary optimality condition for the optimal control problem for switching system in terms of lower exhausters. Then, by using relationships between lower exhausters and quasidifferentiability, we obtain necessary optimality condition in the case that the minimization functional satisfies quasidifferentiability condition.
Optimal Control Applications and Methods, 2019
SummaryIn this paper, we study stochastic optimal control problem for general McKean‐Vlasov–type ... more SummaryIn this paper, we study stochastic optimal control problem for general McKean‐Vlasov–type forward‐backward differential equations driven by Teugels martingales, associated with some Lévy process having moments of all orders, and an independent Brownian motion. The coefficients of the system depend on the state of the solution process as well as of its probability law and the control variable. We establish a set of necessary conditions in the form of Pontryagin maximum principle for the optimal control. We also give additional conditions, under which the necessary optimality conditions turn out to be sufficient. The proof of our main result is based on the differentiability with respect to probability law and a corresponding Itô formula.
2012 IV International Conference "Problems of Cybernetics and Informatics" (PCI), 2012
In this study, the authors investigate necessary optimality condition for switching optimal contr... more In this study, the authors investigate necessary optimality condition for switching optimal control problem. By using transformation, which described in this paper, the original switching discrete optimal control problem reduces to discrete optimal control problem and then by using Pontryagin maximum principle it is got necessary optimality condition for the original problem.
Abstract and Applied Analysis, 2013
We examine the relationships between lower exhausters, quasidifferentiability (in the Demyanov an... more We examine the relationships between lower exhausters, quasidifferentiability (in the Demyanov and Rubinov sense), and optimal control for switching systems. Firstly, we get necessary optimality condition for the optimal control problem for switching system in terms of lower exhausters. Then, by using relationships between lower exhausters and quasidifferentiability, we obtain necessary optimality condition in the case that the minimization functional satisfies quasidifferentiability condition.
Optimal Control Applications and Methods, 2019
SummaryIn this paper, we study stochastic optimal control problem for general McKean‐Vlasov–type ... more SummaryIn this paper, we study stochastic optimal control problem for general McKean‐Vlasov–type forward‐backward differential equations driven by Teugels martingales, associated with some Lévy process having moments of all orders, and an independent Brownian motion. The coefficients of the system depend on the state of the solution process as well as of its probability law and the control variable. We establish a set of necessary conditions in the form of Pontryagin maximum principle for the optimal control. We also give additional conditions, under which the necessary optimality conditions turn out to be sufficient. The proof of our main result is based on the differentiability with respect to probability law and a corresponding Itô formula.