First and second order necessary optimality conditions for stochastic distributed systems

First and second order necessary optimality conditions for stochastic distributed systems

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 a...

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Veröffentlicht in:Journal of physics. Conference series 2021-03, Vol.1847 (1), p.12020
Hauptverfasser: Mansimov, K B, Mastaliyev, R O
Format: Artikel
Sprache:eng
Schlagworte:
Computer networks
Euler-Lagrange equation
Optimal control
Optimization
Partial differential equations
Physics
Stochastic systems
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Zusammenfassung: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.
ISSN:1742-6588
1742-6596
DOI:10.1088/1742-6596/1847/1/012020