Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems

DOI10.1134/S0005117922040038MaRDI QIDQ2168237zbMATHFDO

Authors Yanyan Li

Publication date 31 August 2022

Published in Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimalitynecessary conditionsPontryagin's maximum principlesingular controlnonlinear stochastic Goursat-Darboux systemperformance criterion increment formula

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving partial differential equations (49K20) Optimal stochastic control (93E20)

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• Conditions for optimality for a class of distributed parameter systems
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• Multipoint necessary conditions of optimality of quasisingular controls
• Necessary integral conditions for the optimality of quasisingular controls in Goursat-Darboux systems
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• Optimal control of certain hyperbolic and integral stochastic equations
• Representation of the solution of Goursat problem for second order linear stochastic hyperbolic differential equations

Cited in

(9)

• First order necessary optimal conditions in Gursat-Darboux stochastic systems
• Regularity and optimality necessary conditions for system of G-stochastic differential equations
• The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients
• On the representation of the Goursat boundary problem solution for the first order partial derivatives stochastic hyperbolic equations
• Necessary conditions for optimal singular stochastic control problems
• On necessary and sufficient conditions for near-optimal singular stochastic controls
• Optimality necessary conditions in singular stochastic control problems with nonsmooth data
• scientific article; zbMATH DE number 996457 (Why is no real title available?)
• Singular controls in quasilinear stochastic Goursat-Darboux systems

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