Optimization of a system of linear differential equations with random coefficients
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.
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| Date: | 1999 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Russian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
1999
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| Online Access: | https://umj.imath.kiev.ua/index.php/umj/article/view/4640 |
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| Journal Title: | Ukrains’kyi Matematychnyi Zhurnal |
| Download file: |  |
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Ukrains’kyi Matematychnyi Zhurnal| Summary: | 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. |
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