Singular controls in quasilinear stochastic Goursat-Darboux systems

MaRDI QIDQ5097690zbMATH OpenFDO

Authors

Publication date 31 August 2022

Full work available at URL https://diffjournal.spbu.ru/EN/numbers/2022.1/article.1.4.html

zbMATH Keywords

singular controlanalog of Pontryagin maximum principleindividual necessary optimality conditionsquasilinear stochastic Goursat-Darboux system

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)

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Cites work

• scientific article; zbMATH DE number 4138648 (Why is no real title available?)
• scientific article; zbMATH DE number 3682535 (Why is no real title available?)
• scientific article; zbMATH DE number 3567497 (Why is no real title available?)
• scientific article; zbMATH DE number 3634999 (Why is no real title available?)
• scientific article; zbMATH DE number 3795829 (Why is no real title available?)
• First order necessary optimal conditions in Gursat-Darboux stochastic systems
• Representation of the solution of Goursat problem for second order linear stochastic hyperbolic differential equations

Cited in

(6)

• scientific article; zbMATH DE number 3888406 (Why is no real title available?)
• First order necessary optimal conditions in Gursat-Darboux stochastic systems
• Regularity and optimality necessary conditions for system of G-stochastic differential equations
• Controllability and observability for some forward stochastic complex degenerate/singular Ginzburg–Landau equations
• Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
• scientific article; zbMATH DE number 996457 (Why is no real title available?)

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