Optimization of a system of linear differential equations with random coefficients

We consider a system of differential equations with controls that are linearly contained in the right-hand sides. We establish a necessary condition for the optimal control that minimizes a quadratic functional. Kiev National Economic University, Kiev. Translated from Ukrainskii Matematicheskii Zhurnal, Vol. 51, No. 4, pp. 556–561, April, 1999.