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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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Bibliographic Details
Date:	1999
Main Authors:	Valeyev, K. G., Dzhalladova, I. A., Валеев, К. Г., Джалладова, И. А.
Format:	Article
Language:	Russian English
Published:	Institute of Mathematics, NAS of Ukraine 1999
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/4640
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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