Abstract
Necessary conditions in an optimization problem for differential inclusions with convex right-hand side are given. The initial state of the inclusion being a random vector is unknown, or, in the more general case, is contained in some random closed set. We seek a trajectory of the inclusion which minimizes the expectation of a function of the inclusion’s final state, or, in the more general case, the similar trajectory which is a minimizer of an max-(or Choquet) integral. The theorem is proved that formulates necessary conditions of optimality for the mentioned problem, conditions which in certain cases are also sufficient.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
