Optimization of a system of linear differential equations with random coefficients

• Datum: 1999
• Hauptverfasser: Valeyev, K. G., Dzhalladova, I. A., Валеев, К. Г., Джалладова, И. А.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 1999
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4640
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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.