2 papers
q-fin.MF2021
On the Time-Inconsistent Deterministic Linear-Quadratic Control
Hongyan Cai, Danhong Chen, Yunfei Peng +1
A fundamental theory of deterministic linear-quadratic (LQ) control is the equivalent relationship between control problems, two-point boundary value problems and Riccati equations…
math.AP2021
The Neumann problem for a type of fully nonlinear complex equations
WeiSong Dong, Wei Wei
In this paper we study the Neumann problem for a type of fully nonlinear second order elliptic partial differential equations on domains in without any curvature a…