OPTIMAL DISTRIBUTED CONTROL OF STOCHASTIC ELLIPTIC SYSTEMS WITH CONSTRAINTS

A. S Okb El Bab; Abd Allah Hyder; A. M Abdallah

doi:10.24297/jam.v12i6.3826

OPTIMAL DISTRIBUTED CONTROL OF STOCHASTIC ELLIPTIC SYSTEMS WITH CONSTRAINTS

Authors

A. S Okb El Bab Faculty of Science, Al-Azhar University, Nasr City, Cairo, Egypt.
Abd Allah Hyder Faculty of Engineering, Al-Azhar University, Cairo, Egypt.
A. M Abdallah Higher Technological Institute,Tenth of Ramadan, Egypt.

DOI:

https://doi.org/10.24297/jam.v12i6.3826

Keywords:

Elliptic Systems, White Noise, Stochastic Control.

Abstract

The objective of this paper is to study the optimality for stochastic non cooperative elliptic systems. A distributed control problem for a stochastic elliptic systems with constraints on states and controls is studied. First, the existence and uniqueness of the state process for these systems are proved. The necessary and sufficient conditions of optimality are derived for the Dirichlet and Neumann problems.

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Author Biographies

A. S Okb El Bab, Faculty of Science, Al-Azhar University, Nasr City, Cairo, Egypt.

Department of Mathematics

Abd Allah Hyder, Faculty of Engineering, Al-Azhar University, Cairo, Egypt.

Department of Engineering Mathematics and Physics

A. M Abdallah, Higher Technological Institute,Tenth of Ramadan, Egypt.

Department of Basic Science

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Published

2016-07-30

How to Cite

El Bab, A. S. O., Hyder, A. A., & Abdallah, A. M. (2016). OPTIMAL DISTRIBUTED CONTROL OF STOCHASTIC ELLIPTIC SYSTEMS WITH CONSTRAINTS. JOURNAL OF ADVANCES IN MATHEMATICS, 12(6), 6347–6360. https://doi.org/10.24297/jam.v12i6.3826