Introduces ordinary differential equations, systems of linear equations, matrices, determinants, vector spaces, linear transformations, and systems of linear differential equations. Prereq., APPM 1360 ...

JIONGMIN YONG, LINEAR-QUADRATIC OPTIMAL CONTROL PROBLEMS FOR MEAN-FIELD STOCHASTIC DIFFERENTIAL EQUATIONS — TIME-CONSISTENT SOLUTIONS, Transactions of the American Mathematical Society, Vol. 369, No.

Dongsheng Li, Lihe Wang, A New Maximum Principle of Elliptic Differential Equations in Divergence Form, Proceedings of the American Mathematical Society, Vol. 136, No. 8 (Aug., 2008), pp. 2823-2828 ...