Русская версия
ISSN 1817-2172, рег. Эл. № ФС77-39410, ВАК

Differential Equations and Control Processes
(Differencialnie Uravnenia i Protsesy Upravlenia)

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Singular Controls in Quasilinear Stochastic Goursat-Darboux Systems

Author(s):

Rashad Mastaliyev

Laboratory of Control Methods for Complex Dynamic Systems
Institute of Control Systems of the National Academy of Sciences of Azerbaijan
Leading Researcher, Laboratory of Control Methods for Complex Dynamical Systems
Associate professor, Ph.D in Mathematics

mastaliyevrashad@gmail.com

Abstract:

We consider an optimal control problem described by a system of quasilinear second order hyperbolic type stochastic partial differential equations with the Goursat boundary conditions. A stochastic analog of Pontryagin's maximum principle is established and singular in the sense of the maximum control principle are studied. The obtained results are illustrated by a specific example.

Keywords

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