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

DOI10.1134/S0005117922040038zbMath1496.93128MaRDI QIDQ2168237

Yanyan Li

Publication date: 31 August 2022

Published in: Automation and Remote Control (Search for Journal in Brave)

zbMATH Keywords

optimalityPontryagin's maximum principlenecessary conditionssingular controlnonlinear stochastic Goursat-Darboux systemperformance criterion increment formula

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60)

Related Items (1)

On the representation of the Goursat boundary problem solution for the first order partial derivatives stochastic hyperbolic equations

Cites Work

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• Multipoint necessary conditions of optimality of quasisingular controls
• Conditions for optimality for a class of distributed parameter systems
• Necessary integral conditions for the optimality of quasisingular controls in Goursat-Darboux systems
• Representation of the solution of Goursat problem for second order linear stochastic hyperbolic differential equations
• Optimal control by processes in certain systems with distributed parameters
• Optimal control of certain hyperbolic and integral stochastic equations
• First order necessary optimal conditions in Gursat-Darboux stochastic systems
• Mathematical Control Theory for Stochastic Partial Differential Equations

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