A martingale problem approach is used first to analyze compactness and continuous dependence of the solution set to stochastic differential inclusions of Ito type with convex integrands on the initial distributions. Next the problem of existence of optimal weak solutions to such inclusions and their dependence on the initial distributions is investigated.
In this paper we consider the optimal control of both operators and parameters for uncertain systems. For the optimal control and identification problem, we show existence of an optimal solution and present necessary conditions of optimality.
This paper concerns the global structure of planar systems. It is shown that if a positively bounded system with two singular points has no closed orbits, the set of all bounded solutions is compact and simply connected. Also it is shown that for such a system the existence of connecting orbits is tightly related to the behavior of homoclinic orbits. A necessary and sufficient condition for the existence of connecting orbits is given. The number of connecting orbits is also discussed.
We study some natural sets arising in the theory of ordinary differential equations in one variable from the point of view of descriptive set theory and in particular classify them within the Borel hierarchy. We prove that the set of Cauchy problems for ordinary differential equations which have a unique solution is -complete and that the set of Cauchy problems which locally have a unique solution is -complete. We prove that the set of Cauchy problems which have a global solution is -complete...