Publicado 12 números por año
ISSN Imprimir: 1064-2315
ISSN En Línea: 2163-9337
Indexed in
Optimal Control of a Class of Random Distributed Sobolev Type Systems with Aftereffect
SINOPSIS
The problem of optimal random control with the quality quadratic functional for distributed systems with time delay is studied. The system is described by the linear random differential-operator equation, which is not solved for the stochastic differential. The basic assumption is the limitation of the resolvent growth of the characteristic operator sheaf of the equation in some right half-plane. The applications of the abstract results to stochastic partial differential equations, that are not relevant to the Cauchy–Kovalevskaya type, in particular, to the random Navier–Stokes system, are considered.
-
Vlasenko L. A., Rutkas A. G., Semenets V. V., Chikrii A. A., Stochastic Optimal Control of a Descriptor System, Cybernetics and Systems Analysis, 56, 2, 2020. Crossref
-
Vlasenko L. A., Rutkas A. G., Semenets V. V., Chikrii A. A., Decomposition of Descriptor Control Systems, Cybernetics and Systems Analysis, 56, 6, 2020. Crossref
-
Vlasenko L. A., Rutkas A. G., Chikrii A. A., On a Differential Game in a Stochastic System, Proceedings of the Steklov Institute of Mathematics, 309, S1, 2020. Crossref