Optimal control of certain hyperbolic and integral stochastic equations

DOI10.1007/BF01098499zbMath0719.49019MaRDI QIDQ2640128

Leonid Shaikhet

Publication date: 1991

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

zbMATH Keywords

necessary conditions; stochastic integral equations; two-parameter white noise; Gateaux differentiation; stochastic differential equations of hyperbolic type

Mathematics Subject Classification ID

93C20: Control/observation systems governed by partial differential equations

49J50: Fréchet and Gateaux differentiability in optimization

93E20: Optimal stochastic control

60H15: Stochastic partial differential equations (aspects of stochastic analysis)

35R60: PDEs with randomness, stochastic partial differential equations

49K45: Optimality conditions for problems involving randomness

93C30: Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems)

Cites Work

• A Stochastic Maximum Principle
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