Open AccessFirst and second order necessary optimality conditions for stochastic distributed systems
Author(s) -
K. B. Mansimov,
R.O. Mastaliyev
Publication year - 2021
Publication title -
journal of physics. conference series
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.21
H-Index - 85
eISSN - 1742-6596
pISSN - 1742-6588
DOI - 10.1088/1742-6596/1847/1/012020
Subject(s) - stochastic differential equation , stochastic partial differential equation , type (biology) , mathematics , stochastic control , hyperbolic partial differential equation , order (exchange) , euler's formula , partial differential equation , continuous time stochastic process , control theory (sociology) , optimal control , control (management) , mathematical optimization , mathematical analysis , computer science , artificial intelligence , ecology , finance , economics , biology
An optimal control problem of stochastic system, which that dynamics is described by hyperbolic type stochastic partial differential equations with a multipoint type quality criterion, is considered. A stochastic analog of the Euler equation is obtained and singular controls in the classical sense are investigated.