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Properties of LGQT Cost

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Theorem
StochasticControl

Proposition 2.4.1

  1. J(γ)<, γΓ\mid J(\underline{\gamma})\mid<\infty, \ \forall\underline{\gamma}\in\mathbf{\Gamma}
  2. J(γ)J(\underline{\gamma}) is strictly convex on Γ\mathbf{\Gamma}.