IEEE - Institute of Electrical and Electronics Engineers, Inc. - Stochastic Control of Multi-dimensional Systems With Relative Optimization

Author(s): Xi-Ren Cao
Sponsor(s): IEEE Control Systems Society
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Volume: PP
Page(s): 1
ISSN (CD): 2334-3303
ISSN (Electronic): 1558-2523
ISSN (Paper): 0018-9286
DOI: 10.1109/TAC.2019.2925469
Regular:

We derive the Tanaka formula for multi-dimensional semi-smooth functions with the local time on the semi-smooth curve along the gradient direction. With this formula, we extend the relative... View More

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