In this work, processes represented by linear stochastic dynamic system are investigated and by
considering optimal control problem, principle of optimality is proven. Also, for existence of optimal
control and corresponding optimal trajectory, proofs of theorems of necessity and sufficiency condition are
attained.
%0 Journal Article
%1 noauthororeditor
%A HACI, Yakup H.
%A CANDAN, Muhammet
%A OR, Aykut
%D 2016
%J International Journal on Foundations of Computer Science & Technology (IJFCST)
%K control dynamic linear optimal problem ptimal stochastic systems trajectory
%N 1
%P 7
%R 10.5121/ijfcst.2016.6105
%T On the Principle of Optimality for Linear Stochastic Dynamic System
%U https://wireilla.com/papers/ijfcst/V6N1/6116ijfcst05.pdf
%V 6
%X In this work, processes represented by linear stochastic dynamic system are investigated and by
considering optimal control problem, principle of optimality is proven. Also, for existence of optimal
control and corresponding optimal trajectory, proofs of theorems of necessity and sufficiency condition are
attained.
@article{noauthororeditor,
abstract = {In this work, processes represented by linear stochastic dynamic system are investigated and by
considering optimal control problem, principle of optimality is proven. Also, for existence of optimal
control and corresponding optimal trajectory, proofs of theorems of necessity and sufficiency condition are
attained.},
added-at = {2023-01-11T10:43:15.000+0100},
author = {HACI, Yakup H. and CANDAN, Muhammet and OR, Aykut},
biburl = {https://www.bibsonomy.org/bibtex/2e63dd144f9238e0bededc589f104188b/devino},
doi = {10.5121/ijfcst.2016.6105},
interhash = {63d7e2db6e566e09e342db7725455cf9},
intrahash = {e63dd144f9238e0bededc589f104188b},
issn = {1839-7662},
journal = {International Journal on Foundations of Computer Science & Technology (IJFCST)},
keywords = {control dynamic linear optimal problem ptimal stochastic systems trajectory},
month = jan,
number = 1,
pages = 7,
timestamp = {2023-01-11T10:43:15.000+0100},
title = {On the Principle of Optimality for Linear Stochastic Dynamic System },
url = {https://wireilla.com/papers/ijfcst/V6N1/6116ijfcst05.pdf},
volume = 6,
year = 2016
}