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Sbornik: Mathematics, 2007, Volume 198, Issue 7, Pages 1025–1062
DOI: https://doi.org/10.1070/SM2007v198n07ABEH003872
(Mi sm2910)
 

This article is cited in 1 scientific paper (total in 1 paper)

Moments of solutions of evolution equations and suboptimal programmed controls

D. A. Khrychev

Moscow State Institute of Radio-Engineering, Electronics and Automation (Technical University)
References:
Abstract: Moments of solutions of non-linear differential equations subjected to random perturbations satisfy infinite systems of equations that do not contain finite closed subsystems. One of the methods for approximate solution of such infinite systems consists in replacing them by finite systems obtained from the original one as a result of equating to zero all the moments of sufficiently high order. It is shown that the moments of solutions of a wide class of ordinary differential equations, as well as of certain classes of partial differential equations, are approximated by solutions of those finite systems. The results obtained are used for constructing suboptimal programmed controls of dynamical systems with random parameters.
Bibliography: 10 titles.
Received: 14.08.2006
Russian version:
Matematicheskii Sbornik, 2007, Volume 198, Number 7, Pages 123–160
DOI: https://doi.org/10.4213/sm2910
Bibliographic databases:
UDC: 517.927.7+517.957+519.218.3
MSC: Primary 34F05, 35R60, 49J55; Secondary 35K55, 47J35, 49J15, 49J20, 93E20
Language: English
Original paper language: Russian
Citation: D. A. Khrychev, “Moments of solutions of evolution equations and suboptimal programmed controls”, Mat. Sb., 198:7 (2007), 123–160; Sb. Math., 198:7 (2007), 1025–1062
Citation in format AMSBIB
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  • https://doi.org/10.1070/SM2007v198n07ABEH003872
  • https://www.mathnet.ru/eng/sm/v198/i7/p123
  • This publication is cited in the following 1 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    Математический сборник Sbornik: Mathematics
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    Abstract page:483
    Russian version PDF:222
    English version PDF:13
    References:85
    First page:3
     
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