This article is cited in 4 papers

First order necessary optimal conditions in Gursat-Darboux stochastic systems

R. O. Mastaliev

Institute of Control Systems, National Academy of Sciences of Azerbaijan, Baku

Abstract: For optimal control problems, described by the Gursat-Darboux stochastic system, a number of first-order necessary optimality conditions are formulated and proved, which are the stochastic analogue - the Pontryagin maximum principle, the linearized maximum principle and the Euler equation.

Key words: nonlinear Gursat-Darboux stochastic system, optimal control, necessary optimality conditions, analogue of the Euler equation.

UDC: 519.21:517.977.56

MSC: Primary 93E20; Secondary 49K20

Received: 23.09.2020

DOI: 10.47910/FEMJ202108