Optimal control of stochastic singular affine systems with Markovian jumps
Abstract We consider an optimal control problem for a class of stochastic singular affine systems with Markovian jumps. We establish the existence and uniqueness of the solution to stochastic singular affine systems with Markovian jumps for the first time. Via square completion technique and the gen...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
SpringerOpen
2022-05-01
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| Series: | Journal of Inequalities and Applications |
| Subjects: | |
| Online Access: | https://doi.org/10.1186/s13660-022-02804-1 |