Open AccessOPTIMAL DISTRIBUTED CONTROL OF STOCHASTIC ELLIPTIC SYSTEMS WITH CONSTRAINTS
Author(s) -
A. S. Okb El Bab,
Abd Allah Hyder,
Ahmed Abdallah
Publication year - 2016
Publication title -
journal of advances in mathematics
Language(s) - English
Resource type - Journals
ISSN - 2347-1921
DOI - 10.24297/jam.v12i6.3826
Subject(s) - mathematics , uniqueness , state (computer science) , stochastic control , optimal control , mathematical optimization , mathematical analysis , algorithm
The objective of this paper is to study the optimality for stochastic non cooperative elliptic systems. A distributed control problem for a stochastic elliptic systems with constraints on states and controls is studied. First, the existence and uniqueness of the state process for these systems are proved. The necessary and sufficient conditions of optimality are derived for the Dirichlet and Neumann problems.
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