Bradul N. Optimal control and stability in the theory of stochastic difference Volterra equations

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0411U007081

Applicant for

Specialization

  • 01.01.09 - Варіаційне числення та теорія оптимального керування

25-11-2011

Specialized Academic Board

К41.051.05

Essay

The thesis is devoted to the optimal control, stability and stabilization problems for the new object in the mathematical control theory - stochastic difference Volterra equation. A necessary condition of control optimality for the optimal control problem for nonlinear stochastic difference Volterra equations is obtained. The problems of optimal control, stabilization and filtration for systems of linear and quasilinear stochastic difference Volterra equations are solved.

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