Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
DOI10.1134/S0005117922040038zbMATH Open1496.93128MaRDI QIDQ2168237FDOQ2168237
Authors: Yanyan Li 
Publication date: 31 August 2022
Published in: Automation and Remote Control (Search for Journal in Brave)
Recommendations
optimalitynecessary conditionsPontryagin's maximum principlesingular controlnonlinear stochastic Goursat-Darboux systemperformance criterion increment formula
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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Cited In (9)
- First order necessary optimal conditions in Gursat-Darboux stochastic systems
- Singular controls in quasilinear stochastic Goursat-Darboux systems
- Optimality necessary conditions in singular stochastic control problems with nonsmooth data
- Necessary conditions for optimal singular stochastic control problems
- On the representation of the Goursat boundary problem solution for the first order partial derivatives stochastic hyperbolic equations
- The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients
- Title not available (Why is that?)
- On necessary and sufficient conditions for near-optimal singular stochastic controls
- Regularity and optimality necessary conditions for system of G-stochastic differential equations
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