Yarahmadi, Majid; Yaghobipour, Saba Chebyshev wavelet-based method for solving various stochastic optimal control problems and its application in finance. (English) Zbl 07908518 Iran. J. Numer. Anal. Optim. 14, No. 1, 1-19 (2024). MSC: 93E20 91G80 91G10 PDFBibTeX XMLCite \textit{M. Yarahmadi} and \textit{S. Yaghobipour}, Iran. J. Numer. Anal. Optim. 14, No. 1, 1--19 (2024; Zbl 07908518) Full Text: DOI OA License
Wang, Hanxiao; Yong, Jiongmin; Zhou, Chao Optimal controls for forward-backward stochastic differential equations: time-Inconsistency and time-consistent solutions. (English. French summary) Zbl 07906238 J. Math. Pures Appl. (9) 190, Article ID 103603, 60 p. (2024). MSC: 93E20 49N70 60H10 60H20 35K10 49L20 90C39 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Math. Pures Appl. (9) 190, Article ID 103603, 60 p. (2024; Zbl 07906238) Full Text: DOI arXiv
Quer, J.; Ribera Borrell, Enric Connecting stochastic optimal control and reinforcement learning. (English) Zbl 07906085 J. Math. Phys. 65, No. 8, Article ID 083512, 20 p. (2024). MSC: 93E20 60H35 65K05 65K10 PDFBibTeX XMLCite \textit{J. Quer} and \textit{E. Ribera Borrell}, J. Math. Phys. 65, No. 8, Article ID 083512, 20 p. (2024; Zbl 07906085) Full Text: DOI arXiv OA License
Korichi, Fatiha; Boukaf, Samira; Hafayed, Mokhtar Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance. (English) Zbl 07905412 Bol. Soc. Parana. Mat. (3) 42, Paper No. 133, 25 p. (2024). MSC: 93E20 65C30 PDFBibTeX XMLCite \textit{F. Korichi} et al., Bol. Soc. Parana. Mat. (3) 42, Paper No. 133, 25 p. (2024; Zbl 07905412) Full Text: Link
Larsson, Martin; Ruf, Johannes Minimum curvature flow and martingale exit times. (English) Zbl 07904063 Electron. J. Probab. 29, Paper No. 101, 32 p. (2024). MSC: 93E20 35J60 49L25 PDFBibTeX XMLCite \textit{M. Larsson} and \textit{J. Ruf}, Electron. J. Probab. 29, Paper No. 101, 32 p. (2024; Zbl 07904063) Full Text: DOI arXiv Link OA License
Feng, Siqi; Gao, Lei; Wang, Guangchen; Xiao, Hua Maximum principle for stochastic control system with elephant memory and jump diffusion. (English) Zbl 07903363 J. Syst. Sci. Complex. 37, No. 4, 1392-1412 (2024). MSC: 93E20 60H30 91A15 PDFBibTeX XMLCite \textit{S. Feng} et al., J. Syst. Sci. Complex. 37, No. 4, 1392--1412 (2024; Zbl 07903363) Full Text: DOI
Wang, Hongxia; Hu, Yuxi; Li, Zixing; Song, Lianfeng Stochastic LQ control with extra measurability restriction. (English) Zbl 07903344 J. Syst. Sci. Complex. 37, No. 3, 1003-1022 (2024). MSC: 93E20 49N10 60H30 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Syst. Sci. Complex. 37, No. 3, 1003--1022 (2024; Zbl 07903344) Full Text: DOI
Stannat, Wilhelm; Wessels, Lukas Necessary and sufficient conditions for optimal control of semilinear stochastic partial differential equations. (English) Zbl 07900409 Ann. Appl. Probab. 34, No. 3, 3251-3287 (2024). MSC: 93E20 49K45 60H15 49L20 PDFBibTeX XMLCite \textit{W. Stannat} and \textit{L. Wessels}, Ann. Appl. Probab. 34, No. 3, 3251--3287 (2024; Zbl 07900409) Full Text: DOI arXiv Link
Cox, Alexander M. G.; Källblad, Sigrid; Larsson, Martin; Svaluto-Ferro, Sara Controlled measure-valued martingales: a viscosity solution approach. (English) Zbl 07899438 Ann. Appl. Probab. 34, No. 2, 1987-2035 (2024). MSC: 93E20 49L25 60G57 58J65 60G48 58C20 46T05 91G20 91A27 PDFBibTeX XMLCite \textit{A. M. G. Cox} et al., Ann. Appl. Probab. 34, No. 2, 1987--2035 (2024; Zbl 07899438) Full Text: DOI arXiv Link
Goorden, Martijn A.; Larsen, Kim G.; Nielsen, Jesper E.; Nielsen, Thomas D.; Qian, Weizhu; Rasmussen, Michael R.; Srba, Jiří; Zhao, Guohan Optimal control strategies for stormwater detention ponds. (English) Zbl 07889327 Nonlinear Anal., Hybrid Syst. 53, Article ID 101504, 15 p. (2024). MSC: 93E20 93C30 86A05 PDFBibTeX XMLCite \textit{M. A. Goorden} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101504, 15 p. (2024; Zbl 07889327) Full Text: DOI
Messerer, Florian; Baumgärtner, Katrin; Nurkanović, Armin; Diehl, Moritz Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems. (English) Zbl 07889322 Nonlinear Anal., Hybrid Syst. 53, Article ID 101499, 17 p. (2024). MSC: 93E20 49M99 PDFBibTeX XMLCite \textit{F. Messerer} et al., Nonlinear Anal., Hybrid Syst. 53, Article ID 101499, 17 p. (2024; Zbl 07889322) Full Text: DOI arXiv
Xing, Zhuangzhuang Two-stage stochastic optimal control problem under \(G\)-expectation. (English) Zbl 07885793 Syst. Control Lett. 189, Article ID 105824, 6 p. (2024). MSC: 93E20 60G65 PDFBibTeX XMLCite \textit{Z. Xing}, Syst. Control Lett. 189, Article ID 105824, 6 p. (2024; Zbl 07885793) Full Text: DOI
Simonetto, Andrea; Massioni, Paolo Nonlinear optimization filters for stochastic time-varying convex optimization. (English) Zbl 07885603 Int. J. Robust Nonlinear Control 34, No. 12, 8065-8089 (2024). MSC: 93E20 93E11 93C10 PDFBibTeX XMLCite \textit{A. Simonetto} and \textit{P. Massioni}, Int. J. Robust Nonlinear Control 34, No. 12, 8065--8089 (2024; Zbl 07885603) Full Text: DOI arXiv
Balci, Isin M.; Bakolas, Efstathios Constrained minimum variance and covariance steering based on affine disturbance feedback control parameterization. (English) Zbl 07885569 Int. J. Robust Nonlinear Control 34, No. 11, 7332-7370 (2024). MSC: 93E20 93B52 90C25 PDFBibTeX XMLCite \textit{I. M. Balci} and \textit{E. Bakolas}, Int. J. Robust Nonlinear Control 34, No. 11, 7332--7370 (2024; Zbl 07885569) Full Text: DOI
Šiška, David; Szpruch, Łukasz Gradient flows for regularized stochastic control problems. (English) Zbl 07885156 SIAM J. Control Optim. 62, No. 4, 2036-2070 (2024). MSC: 93E20 60H30 37L40 PDFBibTeX XMLCite \textit{D. Šiška} and \textit{Ł. Szpruch}, SIAM J. Control Optim. 62, No. 4, 2036--2070 (2024; Zbl 07885156) Full Text: DOI arXiv
Xing, Xiaoyu; Li, Xiaofang Robust equilibrium investment-reinsurance strategy for \(n\) competitive insurers with square-root factor process. (English) Zbl 07880525 Commun. Stat., Theory Methods 53, No. 12, 4469-4486 (2024). MSC: 93E20 97M30 PDFBibTeX XMLCite \textit{X. Xing} and \textit{X. Li}, Commun. Stat., Theory Methods 53, No. 12, 4469--4486 (2024; Zbl 07880525) Full Text: DOI
Yan, Yuqing; Zhang, Huaguang; Sun, Jiayue; Ming, Zhongyang Optimal fuzzy event-triggered fault-tolerant control of fractional-order nonlinear stochastic systems. (English) Zbl 07880003 Inf. Sci. 678, Article ID 120877, 17 p. (2024). MSC: 93E20 93C42 93C65 93B35 93C10 26A33 PDFBibTeX XMLCite \textit{Y. Yan} et al., Inf. Sci. 678, Article ID 120877, 17 p. (2024; Zbl 07880003) Full Text: DOI
Hu, Jiaqiao; Yang, Xiangyu; Hu, Jian-Qiang; Peng, Yijie A Q-learning algorithm for Markov decision processes with continuous state spaces. (English) Zbl 07878493 Syst. Control Lett. 187, Article ID 105782, 8 p. (2024). MSC: 93E20 90C40 68T05 PDFBibTeX XMLCite \textit{J. Hu} et al., Syst. Control Lett. 187, Article ID 105782, 8 p. (2024; Zbl 07878493) Full Text: DOI
Song, Yujiao; Qi, Qingyuan; Sun, Yue Further results on optimal local and remote control with packet losses and transmission delay. (English) Zbl 07878482 Syst. Control Lett. 186, Article ID 105766, 8 p. (2024). MSC: 93E20 49L20 93C55 93B70 93C05 PDFBibTeX XMLCite \textit{Y. Song} et al., Syst. Control Lett. 186, Article ID 105766, 8 p. (2024; Zbl 07878482) Full Text: DOI
Ye, Linwei; Zhao, Zhonggai; Liu, Fei Stochastic LQ optimal control for Markov jumping systems with multiplicative noise using reinforcement learning. (English) Zbl 07878481 Syst. Control Lett. 186, Article ID 105765, 7 p. (2024). MSC: 93E20 49N10 93C55 93C05 68T05 PDFBibTeX XMLCite \textit{L. Ye} et al., Syst. Control Lett. 186, Article ID 105765, 7 p. (2024; Zbl 07878481) Full Text: DOI
Naumov, A. V.; Stepanov, A. E.; Ustinov, A. E. On the problem of maximizing the probability of successful passing of a time-limited test. (English. Russian original) Zbl 07876890 Autom. Remote Control 85, No. 1, 60-67 (2024); translation from Avtom. Telemekh. 2024, No. 1, 83-94 (2024). MSC: 93E20 90C10 PDFBibTeX XMLCite \textit{A. V. Naumov} et al., Autom. Remote Control 85, No. 1, 60--67 (2024; Zbl 07876890); translation from Avtom. Telemekh. 2024, No. 1, 83--94 (2024) Full Text: DOI
Kanso, Soha; Jha, Mayank Shekhar; Theilliol, Didier Degradation tolerant optimal control design for stochastic linear systems. (English) Zbl 07875985 Int. J. Appl. Math. Comput. Sci. 34, No. 1, 5-14 (2024). MSC: 93E20 49N10 93E11 93C05 PDFBibTeX XMLCite \textit{S. Kanso} et al., Int. J. Appl. Math. Comput. Sci. 34, No. 1, 5--14 (2024; Zbl 07875985) Full Text: DOI OA License
Mikami, Toshio Stochastic optimal transport with at most quadratic growth cost. (English) Zbl 07873822 Appl. Math. Optim. 89, No. 3, Paper No. 70, 29 p. (2024). MSC: 93E20 49Q22 PDFBibTeX XMLCite \textit{T. Mikami}, Appl. Math. Optim. 89, No. 3, Paper No. 70, 29 p. (2024; Zbl 07873822) Full Text: DOI arXiv
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Non-homogeneous stochastic LQ control with regime switching and random coefficients. (English) Zbl 07866368 Math. Control Relat. Fields 14, No. 2, 671-694 (2024). MSC: 93E20 49N10 60H30 91G10 PDFBibTeX XMLCite \textit{Y. Hu} et al., Math. Control Relat. Fields 14, No. 2, 671--694 (2024; Zbl 07866368) Full Text: DOI arXiv
Guo, Li; Wu, Zhen Dynamic programming principle for one kind of stochastic recursive optimal control problem with Markovian switching. (English) Zbl 07866366 Math. Control Relat. Fields 14, No. 2, 627-647 (2024). MSC: 93E20 49L20 49L12 49L25 PDFBibTeX XMLCite \textit{L. Guo} and \textit{Z. Wu}, Math. Control Relat. Fields 14, No. 2, 627--647 (2024; Zbl 07866366) Full Text: DOI
Mikami, Toshio; Yamamoto, Haruka A remark on the Lagrangian formulation of optimal transport with a non-convex cost. (English) Zbl 07862921 Pure Appl. Funct. Anal. 9, No. 3, 811-824 (2024). MSC: 93E20 49K45 49Q22 PDFBibTeX XMLCite \textit{T. Mikami} and \textit{H. Yamamoto}, Pure Appl. Funct. Anal. 9, No. 3, 811--824 (2024; Zbl 07862921) Full Text: arXiv Link
López-Barrientos, José Daniel; Mendoza-Madrid, José Manuel; Gonzáles-Vega, Paola Friné An abelian theorem for a Markov decision process in a system of interacting objects with unknown random disturbance law. (English) Zbl 07862919 Pure Appl. Funct. Anal. 9, No. 3, 763-782 (2024). MSC: 93E20 93C55 90C40 46B09 PDFBibTeX XMLCite \textit{J. D. López-Barrientos} et al., Pure Appl. Funct. Anal. 9, No. 3, 763--782 (2024; Zbl 07862919) Full Text: Link
Drăgan, Vasile; Popa, Ioan-Lucian; Aberkane, Samir On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case. (English) Zbl 07861222 Math. Methods Appl. Sci. 47, No. 5, 3734-3762 (2024). MSC: 93E20 93E24 PDFBibTeX XMLCite \textit{V. Drăgan} et al., Math. Methods Appl. Sci. 47, No. 5, 3734--3762 (2024; Zbl 07861222) Full Text: DOI
Wan, Hexiang; Wang, Guangchen; Xiong, Jie A branching particle system approximation for solving partially observed stochastic optimal control problems via stochastic maximum principle. (English) Zbl 1537.93796 Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 675-735 (2024). MSC: 93E20 60H15 PDFBibTeX XMLCite \textit{H. Wan} et al., Stoch. Partial Differ. Equ., Anal. Comput. 12, No. 1, 675--735 (2024; Zbl 1537.93796) Full Text: DOI
Zeng, Yuxuan; Wang, Zhiguo; Bai, Jianchao; Shen, Xiaojing An accelerated stochastic ADMM for nonconvex and nonsmooth finite-sum optimization. (English) Zbl 1537.93798 Automatica 163, Article ID 111554, 8 p. (2024). MSC: 93E20 68T05 PDFBibTeX XMLCite \textit{Y. Zeng} et al., Automatica 163, Article ID 111554, 8 p. (2024; Zbl 1537.93798) Full Text: DOI arXiv
Leite, Saul C.; Fragoso, Marcelo D. A numerical method for ergodic optimal control of switching diffusions with reflection. (English) Zbl 1537.93788 Eur. J. Control 77, Article ID 100989, 14 p. (2024). MSC: 93E20 65K10 60H30 49M25 PDFBibTeX XMLCite \textit{S. C. Leite} and \textit{M. D. Fragoso}, Eur. J. Control 77, Article ID 100989, 14 p. (2024; Zbl 1537.93788) Full Text: DOI
Huang, Yaling; Li, Wenqian; Wang, Yun; Shen, Hao Optimal control for continuous-time Markov jump singularly perturbed systems: a hybrid reinforcement learning scheme. (English) Zbl 1539.93202 J. Franklin Inst. 361, No. 7, Article ID 106771, 14 p. (2024). MSC: 93E20 93C40 93C70 PDFBibTeX XMLCite \textit{Y. Huang} et al., J. Franklin Inst. 361, No. 7, Article ID 106771, 14 p. (2024; Zbl 1539.93202) Full Text: DOI
Fan, Wenwu; Xiong, Junlin Value iteration for LQR control of unknown stochastic-parameter linear systems. (English) Zbl 1537.93786 Syst. Control Lett. 185, Article ID 105731, 7 p. (2024). MSC: 93E20 49N10 68T05 PDFBibTeX XMLCite \textit{W. Fan} and \textit{J. Xiong}, Syst. Control Lett. 185, Article ID 105731, 7 p. (2024; Zbl 1537.93786) Full Text: DOI
Singh, Navjot; Cao, Xuanyu; Diggavi, Suhas; Başar, Tamer Decentralized multi-task stochastic optimization with compressed communications. (English) Zbl 1539.93203 Automatica 159, Article ID 111363, 15 p. (2024). MSC: 93E20 93A14 93A16 93B52 PDFBibTeX XMLCite \textit{N. Singh} et al., Automatica 159, Article ID 111363, 15 p. (2024; Zbl 1539.93203) Full Text: DOI arXiv
Zhao, Shengchao; Liu, Yongchao Confidence region for distributed stochastic optimization problem via stochastic gradient tracking method. (English) Zbl 07847038 Automatica 159, Article ID 111352, 13 p. (2024). MSC: 93E20 PDFBibTeX XMLCite \textit{S. Zhao} and \textit{Y. Liu}, Automatica 159, Article ID 111352, 13 p. (2024; Zbl 07847038) Full Text: DOI
Song, Yuanzhuo; Wu, Zhen The general maximum principle for discrete-time stochastic control problems. (English) Zbl 1539.93204 Automatica 159, Article ID 111338, 6 p. (2024). MSC: 93E20 93C55 PDFBibTeX XMLCite \textit{Y. Song} and \textit{Z. Wu}, Automatica 159, Article ID 111338, 6 p. (2024; Zbl 1539.93204) Full Text: DOI
Borkar, Vivek S. Risk-sensitive control, single controller games and linear programming. (English) Zbl 1539.93199 J. Dyn. Games 11, No. 2, 150-159 (2024). MSC: 93E20 91A15 90C05 PDFBibTeX XMLCite \textit{V. S. Borkar}, J. Dyn. Games 11, No. 2, 150--159 (2024; Zbl 1539.93199) Full Text: DOI arXiv
Guo, Hancheng; Xiong, Jie; Zheng, Jiayu Stochastic maximum principle for generalized mean-field delay control problem. (English) Zbl 1536.93976 J. Optim. Theory Appl. 201, No. 1, 352-377 (2024). MSC: 93E20 60H30 93C23 34K50 PDFBibTeX XMLCite \textit{H. Guo} et al., J. Optim. Theory Appl. 201, No. 1, 352--377 (2024; Zbl 1536.93976) Full Text: DOI arXiv
Ji, Shaolin; Xu, Rundong A stochastic maximum principle for forward-backward stochastic control systems with quadratic generators and sample-wise constraints. (English) Zbl 1536.93980 ESAIM, Control Optim. Calc. Var. 30, Paper No. 29, 25 p. (2024). MSC: 93E20 60H10 PDFBibTeX XMLCite \textit{S. Ji} and \textit{R. Xu}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 29, 25 p. (2024; Zbl 1536.93980) Full Text: DOI arXiv
Zhang, Haisen; Zhang, Xianfeng Lagrangian dual method for solving stochastic linear quadratic optimal control problems with terminal state constraints. (English) Zbl 1536.93994 ESAIM, Control Optim. Calc. Var. 30, Paper No. 22, 26 p. (2024). MSC: 93E20 49N10 49N15 49M37 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 22, 26 p. (2024; Zbl 1536.93994) Full Text: DOI arXiv
Mondal, Akash; L. A., Prashanth; Bhatnagar, Shalabh Truncated Cauchy random perturbations for smoothed functional-based stochastic optimization. (English) Zbl 1536.93985 Automatica 162, Article ID 111528, 9 p. (2024). MSC: 93E20 90C26 PDFBibTeX XMLCite \textit{A. Mondal} et al., Automatica 162, Article ID 111528, 9 p. (2024; Zbl 1536.93985) Full Text: DOI
Hao, Tao A global optimality principle for fully coupled mean-field control systems. (English) Zbl 1536.93978 Acta Math. Appl. Sin., Engl. Ser. 40, No. 2, 379-413 (2024). MSC: 93E20 49N80 60H15 35K15 PDFBibTeX XMLCite \textit{T. Hao}, Acta Math. Appl. Sin., Engl. Ser. 40, No. 2, 379--413 (2024; Zbl 1536.93978) Full Text: DOI
Lefebvre, Mario Controlled two-dimensional Markov chains between two absorbing barriers. (English) Zbl 1536.93981 J. Difference Equ. Appl. 30, No. 3, 278-286 (2024). MSC: 93E20 93C55 49L20 60J20 PDFBibTeX XMLCite \textit{M. Lefebvre}, J. Difference Equ. Appl. 30, No. 3, 278--286 (2024; Zbl 1536.93981) Full Text: DOI
Stettner, Łukasz Long run stochastic control problems with general discounting. (English) Zbl 1536.93990 Appl. Math. Optim. 89, No. 2, Paper No. 52, 28 p. (2024). MSC: 93E20 60J20 90C40 PDFBibTeX XMLCite \textit{Ł. Stettner}, Appl. Math. Optim. 89, No. 2, Paper No. 52, 28 p. (2024; Zbl 1536.93990) Full Text: DOI arXiv
Li, Mengzhen; Wu, Zhen The second-order maximum principle for partially observed optimal controls. (English) Zbl 1536.93983 Math. Control Relat. Fields 14, No. 1, 133-165 (2024). MSC: 93E20 60H07 PDFBibTeX XMLCite \textit{M. Li} and \textit{Z. Wu}, Math. Control Relat. Fields 14, No. 1, 133--165 (2024; Zbl 1536.93983) Full Text: DOI
Lü, Qi; Zhang, Xu Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in Infinite dimensions. (English) Zbl 07830345 Memoirs of the American Mathematical Society 1467. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-6875-0/pbk; 978-1-4704-7755-4/ebook). v, 107 p. (2024). Reviewer: Vivek S. Borkar (Mumbai) MSC: 93E20 93-02 93E24 93C05 93C20 60H15 PDFBibTeX XMLCite \textit{Q. Lü} and \textit{X. Zhang}, Optimal feedback for stochastic linear quadratic control and backward stochastic Riccati equations in Infinite dimensions. Providence, RI: American Mathematical Society (AMS) (2024; Zbl 07830345) Full Text: DOI arXiv
Pradhan, Somnath; Yüksel, Serdar Continuity of cost in Borkar control topology and implications on discrete space and time approximations for controlled diffusions under several criteria. (English) Zbl 1536.93989 Electron. J. Probab. 29, Paper No. 37, 32 p. (2024). MSC: 93E20 60J60 93B24 93C20 PDFBibTeX XMLCite \textit{S. Pradhan} and \textit{S. Yüksel}, Electron. J. Probab. 29, Paper No. 37, 32 p. (2024; Zbl 1536.93989) Full Text: DOI arXiv
Zhang, Liangquan; Zhang, Wei Infinite horizon Stackelberg differential games with random coefficients under control input constraint. (English) Zbl 1533.93855 Int. J. Control 97, No. 2, 259-271 (2024). MSC: 93E20 49N70 49N10 91A65 91A15 60H30 PDFBibTeX XMLCite \textit{L. Zhang} and \textit{W. Zhang}, Int. J. Control 97, No. 2, 259--271 (2024; Zbl 1533.93855) Full Text: DOI
Zhang, Shuaiqi; Chen, Zhen-Qing Stochastic maximum principle for subdiffusions and its applications. (English) Zbl 1539.93205 SIAM J. Control Optim. 62, No. 2, 953-981 (2024). Reviewer: Kurt Marti (München) MSC: 93E20 49K45 PDFBibTeX XMLCite \textit{S. Zhang} and \textit{Z.-Q. Chen}, SIAM J. Control Optim. 62, No. 2, 953--981 (2024; Zbl 1539.93205) Full Text: DOI arXiv
Donnelly, Ryan; Jaimungal, Sebastian Exploratory control with Tsallis entropy for latent factor models. (English) Zbl 1533.93841 SIAM J. Financ. Math. 15, No. 1, 26-53 (2024). MSC: 93E20 94A17 PDFBibTeX XMLCite \textit{R. Donnelly} and \textit{S. Jaimungal}, SIAM J. Financ. Math. 15, No. 1, 26--53 (2024; Zbl 1533.93841) Full Text: DOI arXiv
Jasso-Fuentes, Héctor; López-Martínez, Raquiel R.; Minjárez-Sosa, J. Adolfo Some advances on constrained Markov decision processes in Borel spaces with random state-dependent discount factors. (English) Zbl 1533.93844 Optimization 73, No. 4, 925-951 (2024). MSC: 93E20 93C55 90C40 90C25 PDFBibTeX XMLCite \textit{H. Jasso-Fuentes} et al., Optimization 73, No. 4, 925--951 (2024; Zbl 1533.93844) Full Text: DOI
Wang, Ziheng; Sirignano, Justin Continuous-time stochastic gradient descent for optimizing over the stationary distribution of stochastic differential equations. (English) Zbl 1533.93853 Math. Finance 34, No. 2, 348-424 (2024). MSC: 93E20 60H30 68T05 PDFBibTeX XMLCite \textit{Z. Wang} and \textit{J. Sirignano}, Math. Finance 34, No. 2, 348--424 (2024; Zbl 1533.93853) Full Text: DOI arXiv
Song, Jian; Wang, Meng On mean-field control problems for backward doubly stochastic systems. (English) Zbl 1533.93851 ESAIM, Control Optim. Calc. Var. 30, Paper No. 20, 27 p. (2024). MSC: 93E20 91A16 49N80 60H30 PDFBibTeX XMLCite \textit{J. Song} and \textit{M. Wang}, ESAIM, Control Optim. Calc. Var. 30, Paper No. 20, 27 p. (2024; Zbl 1533.93851) Full Text: DOI arXiv OA License
Hamed, Ikram; Chala, Adel Stochastic controls of fractional Brownian motion. (English) Zbl 1533.93842 Random Oper. Stoch. Equ. 32, No. 1, 27-39 (2024). MSC: 93E20 49N10 93C10 60H10 60G22 PDFBibTeX XMLCite \textit{I. Hamed} and \textit{A. Chala}, Random Oper. Stoch. Equ. 32, No. 1, 27--39 (2024; Zbl 1533.93842) Full Text: DOI
Connor, Stephen B.; Merli, Roberta Optimal coupling of jumpy Brownian motion on the circle. (English) Zbl 1534.93484 J. Appl. Probab. 61, No. 1, 18-32 (2024). MSC: 93E20 60J65 60G51 PDFBibTeX XMLCite \textit{S. B. Connor} and \textit{R. Merli}, J. Appl. Probab. 61, No. 1, 18--32 (2024; Zbl 1534.93484) Full Text: DOI arXiv Link
Charalambous, Charalambos D.; Kourtellaris, Christos K.; Tzortzis, Ioannis Optimal control and signaling strategies of control-coding capacity of general decision models: applications to Gaussian models and decentralized strategies. (English) Zbl 1530.93541 SIAM J. Control Optim. 62, No. 1, 600-629 (2024). MSC: 93E20 93E11 94A12 94A15 PDFBibTeX XMLCite \textit{C. D. Charalambous} et al., SIAM J. Control Optim. 62, No. 1, 600--629 (2024; Zbl 1530.93541) Full Text: DOI
Bandini, Elena; Confortola, Fulvia; Di Tella, Paolo On the compensator of step processes in progressively enlarged filtrations and related control problems. (English) Zbl 1534.93483 ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 95-120 (2024). MSC: 93E20 60G55 60G57 PDFBibTeX XMLCite \textit{E. Bandini} et al., ALEA, Lat. Am. J. Probab. Math. Stat. 21, No. 1, 95--120 (2024; Zbl 1534.93483) Full Text: Link
Yuan, Jiaxin; Shah, Amar; Bentz, Channing; Cameron, Maria Optimal control for sampling the transition path process and estimating rates. (English) Zbl 1534.93486 Commun. Nonlinear Sci. Numer. Simul. 129, Article ID 107701, 33 p. (2024). MSC: 93E20 60J20 65N99 PDFBibTeX XMLCite \textit{J. Yuan} et al., Commun. Nonlinear Sci. Numer. Simul. 129, Article ID 107701, 33 p. (2024; Zbl 1534.93486) Full Text: DOI arXiv
Li, Yunzhang; Tan, Xiaolu; Tang, Shanjian Discrete-time approximation of stochastic optimal control with partial observation. (English) Zbl 1533.93847 SIAM J. Control Optim. 62, No. 1, 326-350 (2024). MSC: 93E20 49J55 49M25 65K10 93-08 PDFBibTeX XMLCite \textit{Y. Li} et al., SIAM J. Control Optim. 62, No. 1, 326--350 (2024; Zbl 1533.93847) Full Text: DOI arXiv
Li, Yuhang; Han, Yuecai; Gao, Yanwei Stochastic maximum principle for moving average control system. (English) Zbl 1531.93435 Optim. Control Appl. Methods 45, No. 1, 321-335 (2024). MSC: 93E20 49N10 45J05 PDFBibTeX XMLCite \textit{Y. Li} et al., Optim. Control Appl. Methods 45, No. 1, 321--335 (2024; Zbl 1531.93435) Full Text: DOI
Sampathirao, Ajay K.; Patrinos, Panagiotis; Bemporad, Alberto; Sopasakis, Pantelis Massively parallelizable proximal algorithms for large-scale stochastic optimal control problems. (English) Zbl 1531.93441 Optim. Control Appl. Methods 45, No. 1, 45-63 (2024). MSC: 93E20 49N10 65K10 PDFBibTeX XMLCite \textit{A. K. Sampathirao} et al., Optim. Control Appl. Methods 45, No. 1, 45--63 (2024; Zbl 1531.93441) Full Text: DOI arXiv OA License
Wang, Hongxia; Li, Zixing; Liu, Tao; Liang, Xiao Infinite-horizon optimal control for networked control systems with Markovian packet losses. (English) Zbl 1531.93447 Optim. Control Appl. Methods 45, No. 1, 29-44 (2024). MSC: 93E20 93B70 93B52 PDFBibTeX XMLCite \textit{H. Wang} et al., Optim. Control Appl. Methods 45, No. 1, 29--44 (2024; Zbl 1531.93447) Full Text: DOI
Listov, Petr; Schwarz, Johannes; Jones, Colin N. Stochastic optimal control for autonomous driving applications via polynomial chaos expansions. (English) Zbl 1531.93433 Optim. Control Appl. Methods 45, No. 1, 3-28 (2024). MSC: 93E20 93B45 93B52 93C85 PDFBibTeX XMLCite \textit{P. Listov} et al., Optim. Control Appl. Methods 45, No. 1, 3--28 (2024; Zbl 1531.93433) Full Text: DOI OA License
Lü, Qi; Ma, Bowen Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs. (English) Zbl 1531.93436 Sci. China, Math. 67, No. 1, 211-236 (2024). MSC: 93E20 49N10 93B52 PDFBibTeX XMLCite \textit{Q. Lü} and \textit{B. Ma}, Sci. China, Math. 67, No. 1, 211--236 (2024; Zbl 1531.93436) Full Text: DOI
Wu, Zhen; Zhang, Yan Maximum principle for conditional mean-field FBSDEs systems with regime-switching involving impulse controls. (English) Zbl 1530.93553 J. Math. Anal. Appl. 530, No. 2, Article ID 127720, 25 p. (2024). MSC: 93E20 93C27 60H30 91G10 PDFBibTeX XMLCite \textit{Z. Wu} and \textit{Y. Zhang}, J. Math. Anal. Appl. 530, No. 2, Article ID 127720, 25 p. (2024; Zbl 1530.93553) Full Text: DOI
Wang, Jiaqi; Yang, Shuzhen Stochastic maximum principle for recursive optimal control problems with varying terminal time. (English) Zbl 1530.93551 J. Math. Anal. Appl. 530, No. 2, Article ID 127693, 23 p. (2024). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{J. Wang} and \textit{S. Yang}, J. Math. Anal. Appl. 530, No. 2, Article ID 127693, 23 p. (2024; Zbl 1530.93551) Full Text: DOI arXiv
Li, Mengzhen; Nie, Tianyang; Wu, Zhen Stochastic Singular Linear Systems and Related Linear-Quadratic Optimal Control Problems under Finite and Infinite Horizons. arXiv:2409.01820 Preprint, arXiv:2409.01820 [math.OC] (2024). MSC: 93E20 60H10 BibTeX Cite \textit{M. Li} et al., ``Stochastic Singular Linear Systems and Related Linear-Quadratic Optimal Control Problems under Finite and Infinite Horizons'', Preprint, arXiv:2409.01820 [math.OC] (2024) Full Text: arXiv OA License
Li, Xiaojuan; Hu, Mingshang Maximum principle for stochastic optimal control problem under convex expectation. arXiv:2408.10587 Preprint, arXiv:2408.10587 [math.OC] (2024). MSC: 93E20 60H10 35K15 BibTeX Cite \textit{X. Li} and \textit{M. Hu}, ``Maximum principle for stochastic optimal control problem under convex expectation'', Preprint, arXiv:2408.10587 [math.OC] (2024) Full Text: arXiv OA License
Bayer, Christian; Djehiche, Boualem; Rezvanova, Eliza; Tempone, Raul Fidel Continuous time Stochastic optimal control under discrete time partial observations. arXiv:2407.18018 Preprint, arXiv:2407.18018 [math.OC] (2024). MSC: 93E20 93E35 49N30 93C41 BibTeX Cite \textit{C. Bayer} et al., ``Continuous time Stochastic optimal control under discrete time partial observations'', Preprint, arXiv:2407.18018 [math.OC] (2024) Full Text: arXiv OA License
Xiang, Na; Shi, Jingtao Stochastic Linear-Quadratic Stackelberg Differential Game with Asymmetric Informational Uncertainties: Robust Optimization Approach. arXiv:2407.05728 Preprint, arXiv:2407.05728 [math.OC] (2024). MSC: 93E20 60H10 91A15 91A65 BibTeX Cite \textit{N. Xiang} and \textit{J. Shi}, ``Stochastic Linear-Quadratic Stackelberg Differential Game with Asymmetric Informational Uncertainties: Robust Optimization Approach'', Preprint, arXiv:2407.05728 [math.OC] (2024) Full Text: arXiv OA License
Wang, Bin; Si, Yu; Shi, Jingtao A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps. arXiv:2407.04201 Preprint, arXiv:2407.04201 [math.OC] (2024). MSC: 93E20 49K45 60H10 60G55 BibTeX Cite \textit{B. Wang} et al., ``A General Maximum Principle for Progressive Optimal Control of Fully Coupled Forward-Backward Stochastic Systems with Jumps'', Preprint, arXiv:2407.04201 [math.OC] (2024) Full Text: arXiv OA License
Guérin, Hélène; Mata, Dante; Renaud, Jean-François; Roch, Alexandre Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound. arXiv:2406.12067 Preprint, arXiv:2406.12067 [math.PR] (2024). MSC: 93E20 60J60 60J70 BibTeX Cite \textit{H. Guérin} et al., ``Optimal withdrawals in a general diffusion model with control rates subject to a state-dependent upper bound'', Preprint, arXiv:2406.12067 [math.PR] (2024) Full Text: arXiv OA License
Bank, P.; Bayer, C.; Hager, P. P.; Riedel, S.; Nauen, T. Stochastic Control with Signatures. arXiv:2406.01585 Preprint, arXiv:2406.01585 [math.OC] (2024). MSC: 93E20 60L10 93E35 60L90 60L20 BibTeX Cite \textit{P. Bank} et al., ``Stochastic Control with Signatures'', Preprint, arXiv:2406.01585 [math.OC] (2024) Full Text: arXiv OA License
Tang, Shanjian; Zhou, Jianjun Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications. arXiv:2405.06309 Preprint, arXiv:2405.06309 [math.PR] (2024). MSC: 93E20 60H30 49L20 49L25 BibTeX Cite \textit{S. Tang} and \textit{J. Zhou}, ``Viscosity Solutions of Second Order Path-Dependent Partial Differential Equations and Applications'', Preprint, arXiv:2405.06309 [math.PR] (2024) Full Text: arXiv OA License
Si, Yu; Shi, Jingtao Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise. arXiv:2405.03102 Preprint, arXiv:2405.03102 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{Y. Si} and \textit{J. Shi}, ``Linear-Quadratic Mean Field Stackelberg Stochastic Differential Game with Partial Information and Common Noise'', Preprint, arXiv:2405.03102 [math.OC] (2024) Full Text: arXiv OA License
Chen, Zengjing; Wu, Panyu; Zhou, Xiaowen Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics. arXiv:2404.07618 Preprint, arXiv:2404.07618 [math.OC] (2024). MSC: 93E20 60J60 60G17 BibTeX Cite \textit{Z. Chen} et al., ``Optimal State Equation for the Control of a Diffusion with Two Distinct Dynamics'', Preprint, arXiv:2404.07618 [math.OC] (2024) Full Text: arXiv OA License
Béthencourt, Loïc; Catellier, Rémi; Tanré, Etienne Brownian particles controlled by their occupation measure. arXiv:2404.06960 Preprint, arXiv:2404.06960 [math.PR] (2024). MSC: 93E20 49J55 60G57 49L12 BibTeX Cite \textit{L. Béthencourt} et al., ``Brownian particles controlled by their occupation measure'', Preprint, arXiv:2404.06960 [math.PR] (2024) Full Text: arXiv OA License
Cong, Wenyu; Shi, Jingtao Direct Approach of Indefinite Linear-Quadratic Mean Field Games. arXiv:2404.05166 Preprint, arXiv:2404.05166 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{W. Cong} and \textit{J. Shi}, ``Direct Approach of Indefinite Linear-Quadratic Mean Field Games'', Preprint, arXiv:2404.05166 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs. arXiv:2403.15710 Preprint, arXiv:2403.15710 [math.OC] (2024). MSC: 93E20 60H07 60H10 BibTeX Cite \textit{G. Jing}, ``Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs'', Preprint, arXiv:2403.15710 [math.OC] (2024) Full Text: arXiv OA License
Jing, Guangdong Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty. arXiv:2403.15703 Preprint, arXiv:2403.15703 [math.OC] (2024). MSC: 93E20 60H07 60H10 BibTeX Cite \textit{G. Jing}, ``Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty'', Preprint, arXiv:2403.15703 [math.OC] (2024) Full Text: arXiv OA License
Wang, Bin; Shi, Jingtao Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework. arXiv:2403.09044 Preprint, arXiv:2403.09044 [math.OC] (2024). MSC: 93E20 BibTeX Cite \textit{B. Wang} and \textit{J. Shi}, ``Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework'', Preprint, arXiv:2403.09044 [math.OC] (2024) Full Text: arXiv OA License
Mordecki, Ernesto; Oliú, Facundo Two sided long-time optimization singular control problems for Lévy processes and Dynkin’s games. arXiv:2403.05731 Preprint, arXiv:2403.05731 [math.PR] (2024). MSC: 93E20 BibTeX Cite \textit{E. Mordecki} and \textit{F. Oliú}, ``Two sided long-time optimization singular control problems for Lévy processes and Dynkin's games'', Preprint, arXiv:2403.05731 [math.PR] (2024) Full Text: arXiv OA License
Zhou, Mo; Lu, Jianfeng Solving Time-Continuous Stochastic Optimal Control Problems: Algorithm Design and Convergence Analysis of Actor-Critic Flow. arXiv:2402.17208 Preprint, arXiv:2402.17208 [math.OC] (2024). MSC: 93E20 49L12 49M25 BibTeX Cite \textit{M. Zhou} and \textit{J. Lu}, ``Solving Time-Continuous Stochastic Optimal Control Problems: Algorithm Design and Convergence Analysis of Actor-Critic Flow'', Preprint, arXiv:2402.17208 [math.OC] (2024) Full Text: arXiv OA License
Hartmann, Carsten; Jöster, Annika Risk-neutral limit of adaptive importance sampling of random stopping times. arXiv:2402.08476 Preprint, arXiv:2402.08476 [math.PR] (2024). MSC: 93E20 65C05 65C20 BibTeX Cite \textit{C. Hartmann} and \textit{A. Jöster}, ``Risk-neutral limit of adaptive importance sampling of random stopping times'', Preprint, arXiv:2402.08476 [math.PR] (2024) Full Text: arXiv OA License
Dianetti, Jodi; Riedel, Frank; Stanca, Lorenzo Optimal consumption and investment under relative performance criteria with Epstein-Zin utility. arXiv:2402.07698 Preprint, arXiv:2402.07698 [math.OC] (2024). MSC: 93E20 91A15 91A30 60H10 60H30 BibTeX Cite \textit{J. Dianetti} et al., ``Optimal consumption and investment under relative performance criteria with Epstein-Zin utility'', Preprint, arXiv:2402.07698 [math.OC] (2024) Full Text: arXiv OA License
Helmes, K. L.; Stockbridge, R. H.; Zhu, C. Single-Item Continuous-Review Inventory Models with Random Supplies. arXiv:2402.03515 Preprint, arXiv:2402.03515 [math.OC] (2024). MSC: 93E20 90B05 60H30 BibTeX Cite \textit{K. L. Helmes} et al., ``Single-Item Continuous-Review Inventory Models with Random Supplies'', Preprint, arXiv:2402.03515 [math.OC] (2024) Full Text: arXiv OA License
Dianetti, Jodi; Federico, Salvatore; Ferrari, Giorgio; Floccari, Giuseppe Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities. arXiv:2401.17034 Preprint, arXiv:2401.17034 [math.OC] (2024). MSC: 93E20 91A15 60H30 60H10 BibTeX Cite \textit{J. Dianetti} et al., ``Multiple equilibria in mean-field game models for large oligopolies with strategic complementarities'', Preprint, arXiv:2401.17034 [math.OC] (2024) Full Text: arXiv OA License
Cong, Wenyu; Shi, Jingtao Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems. arXiv:2401.15835 Preprint, arXiv:2401.15835 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{W. Cong} and \textit{J. Shi}, ``Direct Approach of Linear-Quadratic Stackelberg Mean Field Games of Backward-Forward Stochastic Systems'', Preprint, arXiv:2401.15835 [math.OC] (2024) Full Text: arXiv OA License
Beneš, Václav E.; Gaitsgori, Georgy; Karatzas, Ioannis Drift Control with Discretionary Stopping for a Diffusion Process. arXiv:2401.10043 Preprint, arXiv:2401.10043 [math.OC] (2024). MSC: 93E20 60G40 60J60 BibTeX Cite \textit{V. E. Beneš} et al., ``Drift Control with Discretionary Stopping for a Diffusion Process'', Preprint, arXiv:2401.10043 [math.OC] (2024) Full Text: arXiv OA License
Si, Yu; Shi, Jingtao An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers. arXiv:2401.08112 Preprint, arXiv:2401.08112 [math.OC] (2024). MSC: 93E20 60H10 49K45 49N70 91A23 BibTeX Cite \textit{Y. Si} and \textit{J. Shi}, ``An overlapping information linear-quadratic Stackelberg stochastic differential game with two leaders and two followers'', Preprint, arXiv:2401.08112 [math.OC] (2024) Full Text: arXiv OA License
Koutsimpela, Angeliki; Loulakis, Michail Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem. arXiv:2401.07642 Preprint, arXiv:2401.07642 [math.OC] (2024). MSC: 93E20 60H30 49L25 BibTeX Cite \textit{A. Koutsimpela} and \textit{M. Loulakis}, ``Optimal control, viscosity approximation and Arrhenius Law for the shallow lake problem'', Preprint, arXiv:2401.07642 [math.OC] (2024) Full Text: arXiv OA License
Hao, Tao; Wen, Jiaqiang; Zhang, Qi A local maximum principle for robust optimal control problems of quadratic BSDEs. arXiv:2401.07029 Preprint, arXiv:2401.07029 [math.OC] (2024). MSC: 93E20 60H10 BibTeX Cite \textit{T. Hao} et al., ``A local maximum principle for robust optimal control problems of quadratic BSDEs'', Preprint, arXiv:2401.07029 [math.OC] (2024) Full Text: arXiv OA License
Kerimkulov, Bekzhan; Šiška, David; Szpruch, Łukasz; Zhang, Yufei Mirror Descent for Stochastic Control Problems with Measure-valued Controls. arXiv:2401.01198 Preprint, arXiv:2401.01198 [math.OC] (2024). MSC: 93E20 49M05 68Q25 60H30 BibTeX Cite \textit{B. Kerimkulov} et al., ``Mirror Descent for Stochastic Control Problems with Measure-valued Controls'', Preprint, arXiv:2401.01198 [math.OC] (2024) Full Text: arXiv OA License
Yoshioka, Hidekazu; Yoshioka, Yumi Dual stochastic descriptions of streamflow dynamics under model ambiguity through a Markovian embedding. (English) Zbl 1537.93797 J. Math. Ind. 13, Paper No. 7, 28 p. (2023). MSC: 93E20 60H30 60H10 PDFBibTeX XMLCite \textit{H. Yoshioka} and \textit{Y. Yoshioka}, J. Math. Ind. 13, Paper No. 7, 28 p. (2023; Zbl 1537.93797) Full Text: DOI
Veretennikov, A. Yu. On averaged expected cost control for 1D ergodic diffusions with switching. (English) Zbl 1537.93794 Markov Process. Relat. Fields 29, No. 2, 259-294 (2023). MSC: 93E20 60H10 PDFBibTeX XMLCite \textit{A. Yu. Veretennikov}, Markov Process. Relat. Fields 29, No. 2, 259--294 (2023; Zbl 1537.93794) Full Text: Link
Xu, Ruimin; Zhou, Ying Risk-sensitive stochastic maximum principle for forward-backward systems involving Impulse controls. (English) Zbl 1533.93854 Int. J. Robust Nonlinear Control 33, No. 18, 10990-10999 (2023). MSC: 93E20 49N10 93C27 PDFBibTeX XMLCite \textit{R. Xu} and \textit{Y. Zhou}, Int. J. Robust Nonlinear Control 33, No. 18, 10990--10999 (2023; Zbl 1533.93854) Full Text: DOI
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole Optimization under rational expectations: a framework of fully coupled forward-backward stochastic linear quadratic systems. (English) Zbl 1533.93843 Math. Oper. Res. 48, No. 3, 1767-1790 (2023). MSC: 93E20 49N10 60H10 PDFBibTeX XMLCite \textit{M. Hu} et al., Math. Oper. Res. 48, No. 3, 1767--1790 (2023; Zbl 1533.93843) Full Text: DOI
Sanjari, Sina; Saldi, Naci; Yüksel, Serdar Optimality of independently randomized symmetric policies for exchangeable stochastic teams with infinitely many decision makers. (English) Zbl 1533.93850 Math. Oper. Res. 48, No. 3, 1254-1285 (2023). MSC: 93E20 49N80 60G09 91A15 PDFBibTeX XMLCite \textit{S. Sanjari} et al., Math. Oper. Res. 48, No. 3, 1254--1285 (2023; Zbl 1533.93850) Full Text: DOI arXiv Link
Hua, Haochen; Gashi, Bujar; Zhang, Moyu Robust risk-sensitive control. (English) Zbl 1532.93376 Int. J. Robust Nonlinear Control 33, No. 10, 5484-5509 (2023). MSC: 93E20 93C05 93B36 91G10 PDFBibTeX XMLCite \textit{H. Hua} et al., Int. J. Robust Nonlinear Control 33, No. 10, 5484--5509 (2023; Zbl 1532.93376) Full Text: DOI
Wang, Guoliang; Zhu, Zhikang Optimal control of sampled-data systems based on an optimized stochastic sampling. (English) Zbl 1532.93378 Int. J. Robust Nonlinear Control 33, No. 7, 4304-4325 (2023). MSC: 93E20 93C57 93C55 PDFBibTeX XMLCite \textit{G. Wang} and \textit{Z. Zhu}, Int. J. Robust Nonlinear Control 33, No. 7, 4304--4325 (2023; Zbl 1532.93378) Full Text: DOI