Open AccessNecessary condition for optimal control of doubly stochastic systems
Author(s) -
Liangquan Zhang,
Qing Zhou,
Juan Yang
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.2020002
Subject(s) - mathematics , stochastic differential equation , optimal control , stochastic control , maximum principle , hamiltonian (control theory) , duality (order theory) , adjoint equation , regular polygon , brownian motion , hamiltonian system , state variable , mathematical analysis , mathematical optimization , differential equation , pure mathematics , statistics , physics , geometry , thermodynamics