Publication:2809839
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zbMath1343.49005MaRDI QIDQ2809839
Alevtina Viktorovna Keller, A. L. Shestakov, Georgiĭ Anatol'evich Sviridyuk
Publication date: 30 May 2016
cost functional; white noise; Nelson-Gliklikh derivative; Leontieff-type system; measuring transducer; Showalter-Sidorov condition
60H10: Stochastic ordinary differential equations (aspects of stochastic analysis)
60H30: Applications of stochastic analysis (to PDEs, etc.)
60H40: White noise theory
49J15: Existence theories for optimal control problems involving ordinary differential equations
49J55: Existence of optimal solutions to problems involving randomness
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