scientific article; zbMATH DE number 4138648

MaRDI QIDQ3471129zbMATH OpenFDO

Authors Leonid Shaikhet

Publication date 1987

zbMATH Keywords

necessary conditionsstochastic differential equations of hyperbolic typestochastic integral equationstwo-parameter white noise

Mathematics Subject Classification ID

PDEs with randomness, stochastic partial differential equations (35R60) Fréchet and Gateaux differentiability in optimization (49J50) 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)

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• First order necessary optimal conditions in Gursat-Darboux stochastic systems
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