Singular controls in quasilinear stochastic Goursat-Darboux systems
zbMATH Open1503.49024MaRDI QIDQ5097690FDOQ5097690
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Publication date: 31 August 2022
Full work available at URL: https://diffjournal.spbu.ru/EN/numbers/2022.1/article.1.4.html
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singular controlanalog of Pontryagin maximum principleindividual necessary optimality conditionsquasilinear stochastic Goursat-Darboux system
Stochastic partial differential equations (aspects of stochastic analysis) (60H15) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45)
Cites Work
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- Representation of the solution of Goursat problem for second order linear stochastic hyperbolic differential equations
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- First order necessary optimal conditions in Gursat-Darboux stochastic systems
Cited In (6)
- First order necessary optimal conditions in Gursat-Darboux stochastic systems
- Controllability and observability for some forward stochastic complex degenerate/singular Ginzburg–Landau equations
- Necessary optimality conditions for singular controls in stochastic Goursat-Darboux systems
- Title not available (Why is that?)
- Title not available (Why is that?)
- Regularity and optimality necessary conditions for system of G-stochastic differential equations
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