On existence of optimal solutions for stochastic differential equations and inclusions with current velocities.

Autor:	Gliklikh, Yuri E., Makarova, Alla V., Zheltikova, Olga O.
Předmět:	STOCHASTIC differential equations SYMMETRIC functions EUCLIDEAN metric BANACH manifolds COORDINATE transformations
Zdroj:	Applicable Analysis; Dec2017, Vol. 96 Issue 16, p2917-2927, 11p
Abstrakt:	For a stochastic differential inclusion given in terms of current velocities (symmetric mean derivatives) on flatn-dimensional torus, we prove the existence of optimal solution minimizing a certain cost criterion. Then this result is applied to the problem of optimal control for equations with current velocities. [ABSTRACT FROM PUBLISHER]
Databáze:	Complementary Index
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