Необходимые условия оптимальности второго порядка в одной стохастической задаче оптимального управления с переменным запаздывающим арг

DOI10.14498/vsgtu1506zbMath1413.93116OpenAlexW2616567285MaRDI QIDQ4961569

Rashad Ogtaĭ Mastaliev

Publication date: 25 October 2018

Published in: Вестник Самарского государственного технического университета. Серия «Физико-математические науки» (Search for Journal in Brave)

Full work available at URL: http://mathnet.ru/eng/vsgtu1506

zbMATH Keywords

optimal controlstochastic control problemadmissible controla necessary condition for stochastic analogue of Euler equationsfirst-order variation of quality functionalsecond-order variation of quality functionalsingular control the classic sensestochastic analog of the Legendre-Clebsch

Mathematics Subject Classification ID

Optimality conditions for problems involving partial differential equations (49K20) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Nonlinear systems in control theory (93C10) Optimal stochastic control (93E20) Control/observation systems governed by ordinary differential equations (93C15) Optimality conditions for problems involving randomness (49K45)

Cites Work

• Stability of functional differential equations
• Random oscillations in quasilinear systems of stochastic differential equations with delay
• Distributed parameter control systems (survey)
• Design of controls for nonlinear stochastic systems
• Introduction to the theory and application of differential equations with deviating arguments. Translated from the Russian by John L. Casti
• NONLINEAR OPTIMAL CONTROL SYSTEMS WITH VARIABLE TIME LAGS
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