scientific article

zbMath0695.49024MaRDI QIDQ3471129

Leonid Shaikhet

Publication date: 1987

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

necessary conditionsstochastic integral equationstwo-parameter white noisestochastic differential equations of hyperbolic type

Mathematics Subject Classification ID

Control/observation systems governed by partial differential equations (93C20) Fréchet and Gateaux differentiability in optimization (49J50) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) Optimality conditions for problems involving randomness (49K45) Control/observation systems governed by functional relations other than differential equations (such as hybrid and switching systems) (93C30)

Related Items (3)

Unnamed Item ⋮ On the optimal control of integral-functional equations ⋮ First order necessary optimal conditions in Gursat-Darboux stochastic systems

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