Open AccessA stochastic maximum principle for linear quadratic problem with nonconvex control domain
Author(s) -
Shaolin Ji,
Xiaole Xue
Publication year - 2019
Publication title -
mathematical control and related fields
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.658
H-Index - 21
eISSN - 2156-8472
pISSN - 2156-8499
DOI - 10.3934/mcrf.2019022
Subject(s) - maximum principle , mathematics , optimal control , domain (mathematical analysis) , stochastic control , quadratic equation , mathematical optimization , regular polygon , work (physics) , convex optimization , perturbation (astronomy) , mathematical analysis , physics , geometry , quantum mechanics , thermodynamics
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