Bound states, such as qq and q^-q, may exist the volume of the bound states may evoke a reduction in investigate qualitatively the volume effect on the properties states start to be completely melted.
This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neut...This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neutral backward stochastic functional equation of Volterra type(VNBSFE). The existence and uniqueness of the solution are proved for the general nonlinear VNBSFEs. Under the convexity assumption of the Hamiltonian function, a sufficient condition for the optimality is addressed as well.展开更多
基金The project supported in part by National Natural Science Foundation of China under Grant Nos. 90103019 and 10428510.We thank professor Yu-Xin Liu for useful discussions,
文摘Bound states, such as qq and q^-q, may exist the volume of the bound states may evoke a reduction in investigate qualitatively the volume effect on the properties states start to be completely melted.
文摘This paper is concerned with optimal control of neutral stochastic functional differential equations(NSFDEs). The Pontryagin maximum principle is proved for optimal control, where the adjoint equation is a linear neutral backward stochastic functional equation of Volterra type(VNBSFE). The existence and uniqueness of the solution are proved for the general nonlinear VNBSFEs. Under the convexity assumption of the Hamiltonian function, a sufficient condition for the optimality is addressed as well.
