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A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN

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Affiliation of Author(s):中泰证券金融研究院

Journal:Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678

First Author:Shaolin Ji

Indexed by:Unit Twenty Basic Research

Document Code:CD899D0AD0144E4882748E2DD2BC8D39

Volume:9

Issue:3

Page Number:495

Translation or Not:no

Date of Publication:2019-09-01

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