Maximum Principle for Delayed Stochastic Linear-Quadratic Control Problem with State Constraint
Author
Source
Journal of Applied Mathematics
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-10, 10 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-12-19
Country of Publication
Egypt
No. of Pages
10
Main Subjects
Abstract EN
This paper is concerned with one kind of delayed stochastic linear-quadratic optimal control problems with state constraints.
The control domain is not necessarily convex and the control variable does not enter the diffusion coefficient.
Necessary conditions in the form of maximum principle as well as sufficient conditions are established.
American Psychological Association (APA)
Zhang, Feng. 2013. Maximum Principle for Delayed Stochastic Linear-Quadratic Control Problem with State Constraint. Journal of Applied Mathematics،Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-511979
Modern Language Association (MLA)
Zhang, Feng. Maximum Principle for Delayed Stochastic Linear-Quadratic Control Problem with State Constraint. Journal of Applied Mathematics No. 2013 (2013), pp.1-10.
https://search.emarefa.net/detail/BIM-511979
American Medical Association (AMA)
Zhang, Feng. Maximum Principle for Delayed Stochastic Linear-Quadratic Control Problem with State Constraint. Journal of Applied Mathematics. 2013. Vol. 2013, no. 2013, pp.1-10.
https://search.emarefa.net/detail/BIM-511979
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-511979
