First order necessary optimal conditions in Gursat-Darboux stochastic systems

DOI10.47910/FEMJ202108zbMath1470.93166OpenAlexW3173410463MaRDI QIDQ5005770

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Publication date: 11 August 2021

Published in: Dal'nevostochnyi Matematicheskii Zhurnal (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/dvmg449

zbMATH Keywords

optimal controlnecessary optimality conditionsanalogue of Euler equationnonlinear Gursat-Darboux stochastic system

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Optimal stochastic control (93E20)

Related Items (2)

Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems ⋮ Unnamed Item

Cites Work

• Optimal control by processes in certain systems with distributed parameters
• Wiener Measure in a Space of Functions of Two Variables
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