Optimal control of certain hyperbolic and integral stochastic equations

DOI10.1007/BF01098499zbMATH Open0719.49019OpenAlexW2079756337MaRDI QIDQ2640128FDOQ2640128

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

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• A Stochastic Maximum Principle
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Cited In (4)

• Optimal Controls for Stochastic Partial Differential Equations
• Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
• Title not available (Why is that?)
• Title not available (Why is that?)

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