First order necessary optimal conditions in Gursat-Darboux stochastic systems
نویسندگان
چکیده
For optimal control problems, described by the Gursat-Darboux stochastic system, a number of first-order necessary optimality conditions are formulated and proved, which analogue - Pontryagin maximum principle, linearized principle Euler equation.
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ژورنال
عنوان ژورنال: Dal?nevosto?nyj matemati?eskij žurnal
سال: 2021
ISSN: ['1608-845X']
DOI: https://doi.org/10.47910/femj202108