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- W2943897807 abstract "To establish the stochastic maximum principle for the optimal control problem under state constraints without using Ekland's variational principle, we propose a new optimal control problem, in which the terminal time follows the varying of the control via the constrained condition. Focusing on this new optimal control problem, we investigate a novel stochastic maximum principle, which differ from the traditional optimal control problem under state constraints. The optimal pair of the optimal control model can be verified via this new stochastic maximum principle. In addition, this new optimal control model can not only minimize the cost functional but also decreases the holding time." @default.
- W2943897807 created "2019-05-16" @default.
- W2943897807 creator A5045180012 @default.
- W2943897807 date "2019-05-09" @default.
- W2943897807 modified "2023-09-27" @default.
- W2943897807 title "Optimal control problem with a varying terminal time: Part I, stochastic maximum principle" @default.
- W2943897807 hasPublicationYear "2019" @default.
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