Poorly defined problems of stochastic optimization and their solution with the aid of the principle of complexity

Building Optimal Boundary Control by the Successive Approximations Method

“…The expression for the variation of Functional I* can be written as follows: (10) By integrating the expression (10) part by part we obtain:…”

“…The following condition should be satisfied: [ ( ) ( )]=с Then the formula (10) to express the variation is presented in the following form:…”

“…The mathematical theory of optimal boundary control in systems with distributed parameters was developed in works [5,6,8,9,10,11,12,13].…”