Abstract
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.
This is a preview of subscription content, log in via an institution to check access.
References
K. G. Valeev, O. L. Karelova, and V. I. Gorelov,Optimization of Linear Systems with Random Coefficients [in Russian], Izd. Ros. Univ. Druzhby Narodov, Moscow (1996).
V. I. Tikhonov and N. A. Mironov,Markov Processes [in Russian], Sovetskoe Radio, Moscow (1977).
V. M. Artem'ev and I. E. Kazakov,Handbook on the Theory of Automatic Control [in Russian], Nauka, Moscow (1987).
Ya. N. Roitenberg,Automatic Control [in Russian], Nauka, Moscow (1978).
Additional information
Kiev National Economic University, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 4, pp. 556–561, April, 1999.
Rights and permissions
About this article
Cite this article
Valeev, K.G., Dzhalladova, I.A. Optimization of a system of linear differential equations with random coefficients. Ukr Math J 51, 622–629 (1999). https://doi.org/10.1007/BF02591764
Received:
Issue Date:
DOI: https://doi.org/10.1007/BF02591764