K. B. Mansimov, R. O. Mastaliyev, “Necessary optimality conditions for the one class stochastic optimal control problems”, Tr. Inst. Mat., 26:1 (2018), 79

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Trudy Instituta Matematiki, 2018, Volume 26, Number 1, Pages 79–87 (Mi timb292)

This article is cited in 1 scientific paper (total in 1 paper)

Necessary optimality conditions for the one class stochastic optimal control problems

K. B. Mansimov^ab, R. O. Mastaliyev^ba

^a Baku State University
^b Institute of Control Systems, National Academy of Sciences of Azerbaijan, Baku

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Abstract: The optimal control problem in stochastic systems with distributed parameters of Goursat-Darboux type is considered. A stochastic analogue of the Pontryagin maximum principle is obtained and singular controls are investigated.

Received: 18.04.2018

Document Type: Article

UDC: 519.21:517.977.56

Language: Russian

Citation: K. B. Mansimov, R. O. Mastaliyev, “Necessary optimality conditions for the one class stochastic optimal control problems”, Tr. Inst. Mat., 26:1 (2018), 79–87

Citation in format AMSBIB

\Bibitem{ManMas18}

\by K.~B.~Mansimov, R.~O.~Mastaliyev

\paper Necessary optimality conditions for the one class stochastic optimal control problems

\jour Tr. Inst. Mat.

\yr 2018

\vol 26

\issue 1

\pages 79--87

\mathnet{http://mi.mathnet.ru/timb292}

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https://www.mathnet.ru/eng/timb/v26/i1/p79

This publication is cited in the following 1 articles:

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