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Avtomatika i Telemekhanika, 2022, Issue 4, Pages 47–61
DOI: https://doi.org/10.31857/S0005231022040043 (Mi at15949) 		 
This article is cited in 1 scientific paper (total in 1 paper)

Stochastic Systems

Necessary optimality conditions for singular controls in stochastic Goursat–Darboux systems

K. B. Mansimovab, R. O. Mastalievb

a Baku State University, Baku, AZ1148 Azerbaijan
b Institute of Control Systems, Azerbaijan National Academy of Sciences, Baku, AZ1141 Azerbaijan
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DOI: https://doi.org/10.31857/S0005231022040043
Abstract: We consider an optimal control problem for a stochastic system whose dynamics is described by a second-order hyperbolic stochastic partial differential equation with Goursat boundary conditions. A stochastic analog of Pontryagin's maximum principle is obtained, and singularities in the sense of the control maximum principle are analyzed for optimality.
Keywords: nonlinear stochastic Goursat–Darboux system, necessary conditions, optimality, Pontryagin's maximum principle, performance criterion increment formula, singular control.
Funding agency
The authors express their deep gratitude to the referees for valuable comments on the content of the article.
Presented by the member of Editorial Board: A. V. Nazin

Received: 07.06.2021
Revised: 25.12.2021
Accepted: 30.12.2021
English version:
Automation and Remote Control, 2022, Volume 83, Issue 4, Pages 536–547
DOI: https://doi.org/10.1134/S0005117922040038
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: K. B. Mansimov, R. O. Mastaliev, “Necessary optimality conditions for singular controls in stochastic Goursat–Darboux systems”, Avtomat. i Telemekh., 2022, no. 4, 47–61; Autom. Remote Control, 83:4 (2022), 536–547
Citation in format AMSBIB
\Bibitem{ManMas22}
\by K.~B.~Mansimov, R.~O.~Mastaliev
\paper Necessary optimality conditions for singular controls in stochastic Goursat--Darboux systems
\jour Avtomat. i Telemekh.
\yr 2022
\issue 4
\pages 47--61
\mathnet{http://mi.mathnet.ru/at15949}
\crossref{https://doi.org/10.31857/S0005231022040043}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=4444967}
\edn{https://elibrary.ru/AAHNYR}
\transl
\jour Autom. Remote Control
\yr 2022
\vol 83
\issue 4
\pages 536--547
\crossref{https://doi.org/10.1134/S0005117922040038}
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    • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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