Samoilenko E. The sufficient conditions of optimal control existence for some classes of deterministic and stochastic systems of differential equations

Українська версія

Thesis for the degree of Candidate of Sciences (CSc)

State registration number

0414U004827

Applicant for

Specialization

  • 01.01.02 - Диференційні рівняння

17-10-2014

Specialized Academic Board

К 41.051.05

Essay

This dissertation is devoted to reserching of existence of optimal control for the systems of ordinary and stochastic differential equations. In the first part, I considered three problems of optimal control of the deterministic systems of differential equations. The second part is devoted to the existence of optimal feedback control for the system of stochastic differential equations.

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