### THE MAXIMUM PRINCIPLE FOR SOME NONLINEAR STOCHASTIC CONTROL SYSTEM WITH VARIABLE STRUCTURE

**C. A. AGAYEVA AND Q. U. ABUSHOV**

*Theory of Stochastic Processes*

*Vol.16 (32), no.1, 2010, pp.1-11*

Necessary conditions of optimality are derived for the stochastic control problem for a dynamical system with variable structure. The system is described by stochastic differential equations, when a control enters the drift and diffusion coefficients. The maximum principle for some non-linear stochastic control system with endpoint constraint is proved.