Optimization of a system of linear differential equations with random coefficients

被引：0

作者：

Valeev K.G. ^{[1
]}

Dzhalladova I.A. ^{[1
]}

机构：

[1] Kiev National Economic University, Kiev

来源：

Ukrainian Mathematical Journal | 1999年 / 51卷 / 4期

关键词：

Stochastic System; Linear Differential Equation; Random Coefficient; Bellman Equation; Pontryagin Maximum Principle;

D O I：

10.1007/BF02591764

中图分类号：

学科分类号：

摘要：

We consider a system of differential equations with controls that are linearly contained in the right-hand sides. We establish a necessary condition for the optimal control that minimizes a quadratic functional. © 1999 Kluwer Academic/Plenum Publishers.

引用

页码：622 / 629

页数：7