On infinite-dimensional variational problems
作者:
Yu.L Dalecky,
V.R. Steblovskaya,
期刊:
Stochastic Analysis and Applications
(Taylor Available online 1996)
卷期:
Volume 14,
issue 1
页码: 47-71
ISSN:0736-2994
年代: 1996
DOI:10.1080/07362999608809425
出版商: Marcel Dekker, Inc.
数据来源: Taylor
摘要:
We consider an extremal problem for the functionalwhere X is a Banach spase, μ is a smooth measure onX, Ais a.map from a functional spaceB1(X) to a functional spaceB2(X), and extend the main results of classical calculus of variations to the case under consideration. The infinite-dimensional analogs of the Euler-Lagrange equation, the Noether theorem, the canonical Hamilton system are obtained. The illustrations of these results for(wherez(x) is a vector field) are given. The example related to the stochastic optimal control theory is considered
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