A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN
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Institution:中泰证券金融研究院
Title of Paper:A STOCHASTIC MAXIMUM PRINCIPLE FOR LINEAR QUADRATIC PROBLEM WITH NONCONVEX CONTROL DOMAIN
Journal:Mathematical Control and Related Fields, Vol. 8, No. 3&4, 653-678
First Author:Shaolin Ji
Document Code:CD899D0AD0144E4882748E2DD2BC8D39
Volume:9
Issue:3
Page Number:495
Translation or Not:No
Date of Publication:2019-09
Release Time:2019-10-22