Abstract
We consider the optimal control problem for quasilinear stochastic systems with continuous time whose coefficients have a generally non-linear dependence on the program control. We establish sufficient conditions for a strong and weak relative minimum. We give examples of using the resulting conditions for constructing optimal control in a nonlinear onedimensional problem and in a two-dimensional linear problem with information constraints and analyze the possible results.
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Original Russian Text © M.M. Khrustalev, K.A. Tsarkov, 2018, published in Avtomatika i Telemekhanika, 2018, No. 12, pp. 83–102.
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Khrustalev, M.M., Tsarkov, K.A. Sufficient Relative Minimum Conditions in the Optimal Control Problem for Quasilinear Stochastic Systems. Autom Remote Control 79, 2169–2185 (2018). https://doi.org/10.1134/S000511791812007X
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DOI: https://doi.org/10.1134/S000511791812007X