Rashad Mastaliyev.
Necessary optimality conditions of quasi-singular controls for a continuous stochastic Rosser-type control problem
Necessary first- and second-order optimality conditions are obtained for one stochastic optimal control problem described by a stochastic system of first-order nonlinear hyperbolic equations; these conditions are the stochastic analogs of the linearized maximum principle and the optimality conditions of quasi-singular controls, respectively. Such control problems are encountered in the optimization of certain chemical-technological processes under the influence of random effects.
Keywords: Rosser-type stochastic system, Wiener random process, Optimality, Analog of linearized maximum principle, Quasi-singular controls, Second-order optimality conditions
DOI: https://doi.org/10.54381/icp.2025.1.03
Necessary optimality conditions of quasi-singular controls for a continuous stochastic Rosser-type control problem
Necessary first- and second-order optimality conditions are obtained for one stochastic optimal control problem described by a stochastic system of first-order nonlinear hyperbolic equations; these conditions are the stochastic analogs of the linearized maximum principle and the optimality conditions of quasi-singular controls, respectively. Such control problems are encountered in the optimization of certain chemical-technological processes under the influence of random effects.
Keywords: Rosser-type stochastic system, Wiener random process, Optimality, Analog of linearized maximum principle, Quasi-singular controls, Second-order optimality conditions
DOI: https://doi.org/10.54381/icp.2025.1.03