Ceva's and Menelaus' theorems for the -dimensional space.
Buba-Brzozowa, Malgorzata (2000)
Journal for Geometry and Graphics
Similarity:
Buba-Brzozowa, Malgorzata (2000)
Journal for Geometry and Graphics
Similarity:
Sridharan, V., Kalyani, T.V. (2005)
APPS. Applied Sciences
Similarity:
Zhiyong Yu (2013)
ESAIM: Control, Optimisation and Calculus of Variations
Similarity:
This paper is concerned with the stochastic linear quadratic optimal control problems (LQ problems, for short) for which the coefficients are allowed to be random and the cost functionals are allowed to have negative weights on the square of control variables. We propose a new method, the equivalent cost functional method, to deal with the LQ problems. Comparing to the classical methods, the new method is simple, flexible and non-abstract. The new method can also be applied to deal with...
Koźniewski, Edwin, Górska, Renata A. (2000)
Journal for Geometry and Graphics
Similarity:
J. Gani (1966-1967)
Publications mathématiques et informatique de Rennes
Similarity:
M. Métivier, J. Pellaumail (1976)
Publications mathématiques et informatique de Rennes
Similarity:
Fabio Bagarello (2006)
Banach Center Publications
Similarity:
David A. Edwards, Ondřej F. K. Kalenda, Jiří Spurný (2011)
Bulletin de la Société Mathématique de France
Similarity:
We provide a corrected proof of [1, Théorème 9] stating that any metrizable infinite-dimensional simplex is affinely homeomorphic to the intersection of a decreasing sequence of Bauer simplices.
M. Métivier, J. Pellaumail (1977)
Publications mathématiques et informatique de Rennes
Similarity:
Victor Baston (1969)
Acta Arithmetica
Similarity:
Artstein, Zvi, Wets, Roger J.B. (1995)
Journal of Convex Analysis
Similarity:
G. Mägerl (1982)
Colloquium Mathematicae
Similarity:
Stefan Ankirchner, Thomas Kruse (2015)
Banach Center Publications
Similarity:
We consider the dynamic control problem of attaining a target position at a finite time T, while minimizing a linear-quadratic cost functional depending on the position and speed. We assume that the coefficients of the linear-quadratic cost functional are stochastic processes adapted to a Brownian filtration. We provide a probabilistic solution in terms of two coupled backward stochastic differential equations possessing a singularity at the terminal time T. We verify optimality of the...