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Necessary conditions for optimal contol nonlinear stochastic systems with delays and equality constraints

Keywords:

N.E. Rodnischev, E.A. Begovatov


Systems described by nonlinear stochastic equations with delay, play a significant role in the investigation of many applied problems. Such equations appear where the object's properties are determined aftereffect, and serve as mathematical models of different processes automatic control and management processes and systems. The article addresses the necessary conditions for optimal control of nonlinear stochastic systems with delay and equality constraints, which describe the various requirements for control systems
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