First order necessary optimal conditions in Gursat-Darboux stochastic systems
Dalʹnevostočnyj matematičeskij žurnal, Tome 21 (2021) no. 1, pp. 89-104.

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For optimal control problems, described by the Gursat-Darboux stochastic system, a number of first-order necessary optimality conditions are formulated and proved, which are the stochastic analogue - the Pontryagin maximum principle, the linearized maximum principle and the Euler equation.
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R. O. Mastaliev. First order necessary optimal conditions in Gursat-Darboux stochastic systems. Dalʹnevostočnyj matematičeskij žurnal, Tome 21 (2021) no. 1, pp. 89-104. http://geodesic.mathdoc.fr/item/DVMG_2021_21_1_a7/

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