Necessary Optimality Conditions for Singular Controls in Stochastic Goursat–Darboux Systems

被引:0
|
作者
K. B. Mansimov
R. O. Mastaliev
机构
[1] Baku State University,
[2] Institute of Control Systems,undefined
[3] Azerbaijan National Academy of Sciences,undefined
来源
Automation and Remote Control | 2022年 / 83卷
关键词
nonlinear stochastic Goursat–Darboux system; necessary conditions; optimality; Pontryagin’s maximum principle; performance criterion increment formula; singular control;
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页码:536 / 547
页数:11
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