This article is cited in 1 paper

Necessary optimality conditions for the one class stochastic optimal control problems

K. B. Mansimov^ab, R. O. Mastaliyev<sup>ba

a</sup> Baku State University
^b Institute of Control Systems, National Academy of Sciences of Azerbaijan, Baku

Abstract: The optimal control problem in stochastic systems with distributed parameters of Goursat-Darboux type is considered. A stochastic analogue of the Pontryagin maximum principle is obtained and singular controls are investigated.

UDC: 519.21:517.977.56

Received: 18.04.2018