Optimal control of certain hyperbolic and integral stochastic equations

DOI10.1007/BF01098499MaRDI QIDQ2640128zbMATHOpenAlexFDO

Authors Leonid Shaikhet

Publication date 1991

Published in Journal of Soviet Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf01098499

zbMATH Keywords

necessary conditionsstochastic integral equationstwo-parameter white noiseGateaux differentiationstochastic differential equations of hyperbolic type

Mathematics Subject Classification ID

Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Control/observation systems governed by partial differential equations (93C20) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30) Optimal stochastic control (93E20) Fréchet and Gateaux differentiability in optimization (49J50)

Cites work

• scientific article; zbMATH DE number 3904474 (Why is no real title available?)
• scientific article; zbMATH DE number 3669567 (Why is no real title available?)
• scientific article; zbMATH DE number 3639528 (Why is no real title available?)
• A Stochastic Maximum Principle

Cited in

(4)

• Optimal Controls for Stochastic Partial Differential Equations
• scientific article; zbMATH DE number 7360724 (Why is no real title available?)
• scientific article; zbMATH DE number 4059262 (Why is no real title available?)
• Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems

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