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Program Systems: Theory and Applications, 2021, Volume 12, Issue 2, Pages 3–17
DOI: https://doi.org/10.25209/2079-3316-2021-12-2-3-17 (Mi ps379) 		 
Optimization Methods and Control Theory

Quasi-singular control in Goursat–Darboux stochastic systems

K. B. Mansimov, R. O. Mastaliev

Institute of Control Systems of ANAS
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DOI: https://doi.org/10.25209/2079-3316-2021-12-2-3-17
Abstract: In a stochastic control problem described by a nonlinear hyperbolic equation with a Goursat-Darboux type boundary condition, first-order necessary optimality condition in the form of linearized Pontryagin maximum principle is obtained. The case of degeneration of the linearized maximum principle is considered, and various necessary optimality conditions are established for quasi-singular (i.e., controls for which the linearized maximum condition degenerates) controls.
Key words and phrases: necessary optimality conditions, nonlinear Goursat-Darboux stochastic system, linearized optimality condition, quasi-singular controls.
Received: 18.02.2021
01.03.2021
Accepted: 14.04.2021
Document Type: Article
UDC: 519.21:517.977.56
BBC: В171.51:В161.83
MSC: Primary 93E20; Secondary 49K20
Language: Russian
Citation: K. B. Mansimov, R. O. Mastaliev, “Quasi-singular control in Goursat–Darboux stochastic systems”, Program Systems: Theory and Applications, 12:2 (2021), 3–17
Citation in format AMSBIB
\Bibitem{ManMas21}
\by K.~B.~Mansimov, R.~O.~Mastaliev
\paper Quasi-singular control in Goursat--Darboux stochastic systems
\jour Program Systems: Theory and Applications
\yr 2021
\vol 12
\issue 2
\pages 3--17
\mathnet{http://mi.mathnet.ru/ps379}
\crossref{https://doi.org/10.25209/2079-3316-2021-12-2-3-17}
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