Kyong-Il, Ri; Myong-Guk, Sin Existence and uniqueness of solution for fully coupled fractional forward-backward stochastic differential equations with delay and anticipated term. (English) Zbl 07803676 Stat. Probab. Lett. 206, Article ID 109954, 9 p. (2024). MSC: 34K37 34K50 60G22 PDFBibTeX XMLCite \textit{R. Kyong-Il} and \textit{S. Myong-Guk}, Stat. Probab. Lett. 206, Article ID 109954, 9 p. (2024; Zbl 07803676) Full Text: DOI
Dong, Bozhang; Nie, Tianyang; Wu, Zhen A maximum principle for discrete-time stochastic optimal control problemE20 with delay. (English) Zbl 07765059 Syst. Control Lett. 181, Article ID 105631, 9 p. (2023). MSC: 93E20 93C55 34K50 PDFBibTeX XMLCite \textit{B. Dong} et al., Syst. Control Lett. 181, Article ID 105631, 9 p. (2023; Zbl 07765059) Full Text: DOI
Buckdahn, Rainer; Li, Juan; Xing, Chuanzhi Doubly-stochastic interpretation for nonlocal semi-linear backward stochastic partial differential equations. (English) Zbl 07748192 J. Differ. Equations 375, 1-81 (2023). MSC: 60H07 60H15 60H30 35R60 34F05 PDFBibTeX XMLCite \textit{R. Buckdahn} et al., J. Differ. Equations 375, 1--81 (2023; Zbl 07748192) Full Text: DOI
Jing, Guangdong; Wang, Penghui Eigenvalues of stochastic Hamiltonian systems with boundary conditions and its application. (English) Zbl 07697824 Math. Control Relat. Fields 13, No. 1, 215-249 (2023). MSC: 60H10 34B99 34F05 34L15 PDFBibTeX XMLCite \textit{G. Jing} and \textit{P. Wang}, Math. Control Relat. Fields 13, No. 1, 215--249 (2023; Zbl 07697824) Full Text: DOI arXiv
Hamaguchi, Yushi On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay. (English) Zbl 1511.93141 Appl. Math. Optim. 87, No. 3, Paper No. 42, 38 p. (2023). MSC: 93E20 60H20 34K50 34K37 PDFBibTeX XMLCite \textit{Y. Hamaguchi}, Appl. Math. Optim. 87, No. 3, Paper No. 42, 38 p. (2023; Zbl 1511.93141) Full Text: DOI arXiv
Liu, Ruyi; Wu, Zhen; Zhang, Detao Two equivalent families of linear fully coupled forward backward stochastic differential equations. (English) Zbl 1511.60088 ESAIM, Control Optim. Calc. Var. 28, Paper No. 82, 19 p. (2022). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{R. Liu} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 82, 19 p. (2022; Zbl 1511.60088) Full Text: DOI arXiv
Khanbehbin, T. Jabbari; Gachpazan, M.; Effati, S.; Miri, S. M. Shooting continuous Runge-Kutta method for delay optimal control problems. (English) Zbl 1502.49022 Iran. J. Numer. Anal. Optim. 12, No. 3, 680-703 (2022). MSC: 49K15 49N35 49M05 34K35 34K10 PDFBibTeX XMLCite \textit{T. J. Khanbehbin} et al., Iran. J. Numer. Anal. Optim. 12, No. 3, 680--703 (2022; Zbl 1502.49022) Full Text: DOI
Wang, Bingjun; Gao, Hongjun; Li, Mei; Yuan, Mingxia Reflected forward-backward stochastic differential equations driven by \(G\)-Brownian motion with continuous monotone coefficients. (English) Zbl 1507.60082 Qual. Theory Dyn. Syst. 21, No. 4, Paper No. 140, 34 p. (2022). MSC: 60H10 34F05 60H05 PDFBibTeX XMLCite \textit{B. Wang} et al., Qual. Theory Dyn. Syst. 21, No. 4, Paper No. 140, 34 p. (2022; Zbl 1507.60082) Full Text: DOI arXiv
Zhou, Jianjun A notion of viscosity solutions to second-order Hamilton-Jacobi-Bellman equations with delays. (English) Zbl 1501.93165 Int. J. Control 95, No. 10, 2611-2631 (2022). Reviewer: Kurt Marti (München) MSC: 93E20 49L20 49L25 34K50 PDFBibTeX XMLCite \textit{J. Zhou}, Int. J. Control 95, No. 10, 2611--2631 (2022; Zbl 1501.93165) Full Text: DOI
Meng, Weijun; Shi, Jingtao A linear quadratic stochastic Stackelberg differential game with time delay. (English) Zbl 1498.91038 Math. Control Relat. Fields 12, No. 3, 581-609 (2022). MSC: 91A15 91A65 93E20 49N10 34K35 34K50 PDFBibTeX XMLCite \textit{W. Meng} and \textit{J. Shi}, Math. Control Relat. Fields 12, No. 3, 581--609 (2022; Zbl 1498.91038) Full Text: DOI arXiv
Yan, Tingjin; Wong, Hoi Ying Equilibrium pairs trading under delayed cointegration. (English) Zbl 1498.91409 Automatica 144, Article ID 110498, 12 p. (2022). MSC: 91G10 34K50 PDFBibTeX XMLCite \textit{T. Yan} and \textit{H. Y. Wong}, Automatica 144, Article ID 110498, 12 p. (2022; Zbl 1498.91409) Full Text: DOI
Zhang, Qixia Mean-field stochastic \(H_2/H_\infty\) control with delay. (English) Zbl 1492.93050 Int. J. Control 95, No. 6, 1551-1561 (2022). MSC: 93B36 93E20 93C23 34K50 PDFBibTeX XMLCite \textit{Q. Zhang}, Int. J. Control 95, No. 6, 1551--1561 (2022; Zbl 1492.93050) Full Text: DOI
Zhang, Feng Sufficient maximum principle for stochastic optimal control problems with general delays. (English) Zbl 1485.93644 J. Optim. Theory Appl. 192, No. 2, 678-701 (2022). Reviewer: Anatoliy Swishchuk (Calgary) MSC: 93E20 34K35 60H30 PDFBibTeX XMLCite \textit{F. Zhang}, J. Optim. Theory Appl. 192, No. 2, 678--701 (2022; Zbl 1485.93644) Full Text: DOI
Luo, Peng; Menoukeu-Pamen, Olivier; Tangpi, Ludovic Strong solutions of forward-backward stochastic differential equations with measurable coefficients. (English) Zbl 1494.60066 Stochastic Processes Appl. 144, 1-22 (2022). Reviewer: David Prömel (Mannheim) MSC: 60H10 34F05 60H07 35D40 PDFBibTeX XMLCite \textit{P. Luo} et al., Stochastic Processes Appl. 144, 1--22 (2022; Zbl 1494.60066) Full Text: DOI arXiv
Zhang, Qixia Maximum principle for stochastic optimal control problem with distributed delays. (English) Zbl 1513.93060 Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 437-449 (2021). MSC: 93E20 93C43 34K50 PDFBibTeX XMLCite \textit{Q. Zhang}, Acta Math. Sci., Ser. B, Engl. Ed. 41, No. 2, 437--449 (2021; Zbl 1513.93060) Full Text: DOI
Wang, Hongxia; Zhang, Huanshui; Xie, Lihua Optimal control and stabilization for Itô systems with input delay. (English) Zbl 1480.93448 J. Syst. Sci. Complex. 34, No. 5, 1895-1926 (2021). MSC: 93E20 49N10 34K50 93C43 PDFBibTeX XMLCite \textit{H. Wang} et al., J. Syst. Sci. Complex. 34, No. 5, 1895--1926 (2021; Zbl 1480.93448) Full Text: DOI
Zhang, Shuaiqi; Xiong, Jie; Shi, Jingtao A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. (English) Zbl 1480.93454 Syst. Control Lett. 157, Article ID 105046, 7 p. (2021). MSC: 93E20 49N10 93C23 34K50 PDFBibTeX XMLCite \textit{S. Zhang} et al., Syst. Control Lett. 157, Article ID 105046, 7 p. (2021; Zbl 1480.93454) Full Text: DOI
Han, Jiequn; Hu, Ruimeng Recurrent neural networks for stochastic control problems with delay. (English) Zbl 1478.93661 Math. Control Signals Syst. 33, No. 4, 775-795 (2021). MSC: 93E03 34K50 93B70 93C43 49N10 91G10 PDFBibTeX XMLCite \textit{J. Han} and \textit{R. Hu}, Math. Control Signals Syst. 33, No. 4, 775--795 (2021; Zbl 1478.93661) Full Text: DOI arXiv
Church, Kevin E. M. Eigenvalues and delay differential equations: periodic coefficients, impulses and rigorous numerics. (English) Zbl 1491.65055 J. Dyn. Differ. Equations 33, No. 4, 2173-2252 (2021). MSC: 65L03 34K13 34K45 PDFBibTeX XMLCite \textit{K. E. M. Church}, J. Dyn. Differ. Equations 33, No. 4, 2173--2252 (2021; Zbl 1491.65055) Full Text: DOI
Meng, Weijun; Shi, Jingtao A global maximum principle for stochastic optimal control problems with delay and applications. (English) Zbl 1478.93739 Syst. Control Lett. 150, Article ID 104909, 14 p. (2021). MSC: 93E20 93C23 34K50 93C43 PDFBibTeX XMLCite \textit{W. Meng} and \textit{J. Shi}, Syst. Control Lett. 150, Article ID 104909, 14 p. (2021; Zbl 1478.93739) Full Text: DOI
Meng, Weijun; Shi, Jingtao Linear quadratic optimal control problems of delayed backward stochastic differential equations. (English) Zbl 1476.93162 Appl. Math. Optim. 84, Suppl. 1, S523-S559 (2021). MSC: 93E20 93C43 49N10 34K50 PDFBibTeX XMLCite \textit{W. Meng} and \textit{J. Shi}, Appl. Math. Optim. 84, S523--S559 (2021; Zbl 1476.93162) Full Text: DOI arXiv
Rogov, Kirill; Pogromsky, Alexander; Steur, Erik; Michiels, Wim; Nijmeijer, Henk Detecting coexisting oscillatory patterns in delay coupled Lur’e systems. (English) Zbl 1466.37025 Chaos 31, No. 3, 033114, 13 p. (2021). MSC: 37C75 34C15 92B20 PDFBibTeX XMLCite \textit{K. Rogov} et al., Chaos 31, No. 3, 033114, 13 p. (2021; Zbl 1466.37025) Full Text: DOI Link
Su, Xiaofeng; Fu, Xianlong Approximate controllability of second-order stochastic differential systems driven by a Lévy process. (English) Zbl 1465.34086 Appl. Math. Optim. 83, No. 2, 1053-1079 (2021). MSC: 34K35 34K30 34K50 60G51 93B05 PDFBibTeX XMLCite \textit{X. Su} and \textit{X. Fu}, Appl. Math. Optim. 83, No. 2, 1053--1079 (2021; Zbl 1465.34086) Full Text: DOI
Jing, Guangdong; Wang, Penghui A note on “Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions”. (English) Zbl 1466.34075 C. R., Math., Acad. Sci. Paris 359, No. 1, 99-104 (2021). Reviewer: Erdogan Sen (Tekirdağ) MSC: 34L15 60H10 PDFBibTeX XMLCite \textit{G. Jing} and \textit{P. Wang}, C. R., Math., Acad. Sci. Paris 359, No. 1, 99--104 (2021; Zbl 1466.34075) Full Text: DOI arXiv
Liu, Haidong; Yin, Chuancun Some generalized Volterra-Fredholm type dynamical integral inequalities in two independent variables on time scale pairs. (English) Zbl 1487.34169 Adv. Difference Equ. 2020, Paper No. 31, 20 p. (2020). MSC: 34N05 26D15 26E70 45B05 45D05 PDFBibTeX XMLCite \textit{H. Liu} and \textit{C. Yin}, Adv. Difference Equ. 2020, Paper No. 31, 20 p. (2020; Zbl 1487.34169) Full Text: DOI
Xu, Xiaoming Fully coupled forward-backward stochastic functional differential equations and applications to quadratic optimal control. (English) Zbl 1460.93111 J. Syst. Sci. Complex. 33, No. 6, 1886-1902 (2020). MSC: 93E20 93C23 34K50 49N10 PDFBibTeX XMLCite \textit{X. Xu}, J. Syst. Sci. Complex. 33, No. 6, 1886--1902 (2020; Zbl 1460.93111) Full Text: DOI arXiv
Zhang, Shuaiqi; Li, Xun; Xiong, Jie A stochastic maximum principle for partially observed stochastic control systems with delay. (English) Zbl 1454.93297 Syst. Control Lett. 146, Article ID 104812, 8 p. (2020). MSC: 93E20 93C23 34K50 PDFBibTeX XMLCite \textit{S. Zhang} et al., Syst. Control Lett. 146, Article ID 104812, 8 p. (2020; Zbl 1454.93297) Full Text: DOI arXiv
Diekmann, Odo; Scarabel, Francesca; Vermiglio, Rossana Pseudospectral discretization of delay differential equations in sun-star formulation: results and conjectures. (English) Zbl 1450.65061 Discrete Contin. Dyn. Syst., Ser. S 13, No. 9, 2575-2602 (2020). MSC: 65L03 34K08 37K45 65L60 65N35 PDFBibTeX XMLCite \textit{O. Diekmann} et al., Discrete Contin. Dyn. Syst., Ser. S 13, No. 9, 2575--2602 (2020; Zbl 1450.65061) Full Text: DOI
Wang, Yanqing; Zhou, Xiuxiang Exact controllability of stochastic differential equations with memory. (English) Zbl 1451.93037 Syst. Control Lett. 142, Article ID 104732, 9 p. (2020). MSC: 93B05 93C15 34F05 PDFBibTeX XMLCite \textit{Y. Wang} and \textit{X. Zhou}, Syst. Control Lett. 142, Article ID 104732, 9 p. (2020; Zbl 1451.93037) Full Text: DOI
Li, Na; Wang, Guangchen; Wu, Zhen Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information. (English) Zbl 1448.93348 Automatica 121, Article ID 109169, 9 p. (2020). MSC: 93E20 49N10 93C43 93C23 34K50 PDFBibTeX XMLCite \textit{N. Li} et al., Automatica 121, Article ID 109169, 9 p. (2020; Zbl 1448.93348) Full Text: DOI
Chen, Yan; Xu, Jie The delayed doubly stochastic linear quadratic optimal control problem. (English) Zbl 1459.93189 Math. Probl. Eng. 2020, Article ID 2759580, 10 p. (2020). MSC: 93E20 60H10 34K50 49K45 49N10 PDFBibTeX XMLCite \textit{Y. Chen} and \textit{J. Xu}, Math. Probl. Eng. 2020, Article ID 2759580, 10 p. (2020; Zbl 1459.93189) Full Text: DOI
Song, Mingliang Existence and multiplicity of solutions for second-order Hamiltonian systems satisfying generalized periodic boundary value conditions at resonance. (English) Zbl 1524.34068 Bound. Value Probl. 2019, Paper No. 118, 29 p. (2019). MSC: 34B15 34C25 37J46 PDFBibTeX XMLCite \textit{M. Song}, Bound. Value Probl. 2019, Paper No. 118, 29 p. (2019; Zbl 1524.34068) Full Text: DOI
Ahmad, Bashir; Alsaedi, Ahmed; Alsulami, Mona; Ntouyas, Sotiris K. Existence theory for coupled nonlinear third-order ordinary differential equations with nonlocal multi-point anti-periodic type boundary conditions on an arbitrary domain. (English) Zbl 1486.34061 AIMS Math. 4, No. 6, 1634-1663 (2019). MSC: 34B10 34B15 PDFBibTeX XMLCite \textit{B. Ahmad} et al., AIMS Math. 4, No. 6, 1634--1663 (2019; Zbl 1486.34061) Full Text: DOI
Liu, Haidong; Li, Cuiyuan; Shen, Feichao A class of new nonlinear dynamic integral inequalities containing integration on infinite interval on time scales. (English) Zbl 1485.34215 Adv. Difference Equ. 2019, Paper No. 311, 11 p. (2019). MSC: 34N05 26D15 26E70 PDFBibTeX XMLCite \textit{H. Liu} et al., Adv. Difference Equ. 2019, Paper No. 311, 11 p. (2019; Zbl 1485.34215) Full Text: DOI
Michiels, Wim; Zhou, Bin Computing delay Lyapunov matrices and \(\mathcal{H}_2\) norms for large-scale problems. (English) Zbl 1474.34426 SIAM J. Matrix Anal. Appl. 40, No. 3, 845-869 (2019). MSC: 34K06 15A24 93A15 PDFBibTeX XMLCite \textit{W. Michiels} and \textit{B. Zhou}, SIAM J. Matrix Anal. Appl. 40, No. 3, 845--869 (2019; Zbl 1474.34426) Full Text: DOI arXiv
Wang, Haiyang; Zhang, Jianfeng Forward backward SDEs in weak formulation. (English) Zbl 1419.60041 Math. Control Relat. Fields 8, No. 3-4, 1021-1049 (2018). MSC: 60H07 60H30 35R60 34F05 PDFBibTeX XMLCite \textit{H. Wang} and \textit{J. Zhang}, Math. Control Relat. Fields 8, No. 3--4, 1021--1049 (2018; Zbl 1419.60041) Full Text: DOI arXiv
Sun, Liying; Yang, Renming Adaptive parallel simultaneous stabilization of a class of nonlinear descriptor systems via dissipative matrix method. (English) Zbl 1426.93288 Math. Probl. Eng. 2018, Article ID 1019569, 13 p. (2018). MSC: 93D21 93D15 34A09 93C70 PDFBibTeX XMLCite \textit{L. Sun} and \textit{R. Yang}, Math. Probl. Eng. 2018, Article ID 1019569, 13 p. (2018; Zbl 1426.93288) Full Text: DOI
Alsaedi, Ahmed; Alsulami, Mona; Agarwal, Ravi P.; Ahmad, Bashir Some new nonlinear second-order boundary value problems on an arbitrary domain. (English) Zbl 1446.34032 Adv. Difference Equ. 2018, Paper No. 227, 18 p. (2018). MSC: 34B10 34B15 34B18 PDFBibTeX XMLCite \textit{A. Alsaedi} et al., Adv. Difference Equ. 2018, Paper No. 227, 18 p. (2018; Zbl 1446.34032) Full Text: DOI
Liu, Ruyi; Wu, Zhen Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations. (English) Zbl 1445.34049 Adv. Difference Equ. 2018, Paper No. 54, 12 p. (2018). MSC: 34B10 34C20 PDFBibTeX XMLCite \textit{R. Liu} and \textit{Z. Wu}, Adv. Difference Equ. 2018, Paper No. 54, 12 p. (2018; Zbl 1445.34049) Full Text: DOI
Zhuang, Yi Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application. (English) Zbl 1444.34100 Adv. Difference Equ. 2017, Paper No. 383, 21 p. (2017). MSC: 34K50 91A15 91A23 PDFBibTeX XMLCite \textit{Y. Zhuang}, Adv. Difference Equ. 2017, Paper No. 383, 21 p. (2017; Zbl 1444.34100) Full Text: DOI arXiv
Zhang, Feng Maximum principle for near-optimality of stochastic delay control problem. (English) Zbl 1422.93190 Adv. Difference Equ. 2017, Paper No. 98, 19 p. (2017). MSC: 93E20 49K45 60H10 49J55 34K50 PDFBibTeX XMLCite \textit{F. Zhang}, Adv. Difference Equ. 2017, Paper No. 98, 19 p. (2017; Zbl 1422.93190) Full Text: DOI
Ma, Heping; Liu, Bin Infinite horizon optimal control problem of mean-field backward stochastic delay differential equation under partial information. (English) Zbl 1506.93102 Eur. J. Control 36, 43-50 (2017). MSC: 93E20 34K50 60H10 93E11 PDFBibTeX XMLCite \textit{H. Ma} and \textit{B. Liu}, Eur. J. Control 36, 43--50 (2017; Zbl 1506.93102) Full Text: DOI
Wang, Haiyang; Wu, Zhen Eigenvalues of stochastic Hamiltonian systems driven by Poisson process with boundary conditions. (English) Zbl 1382.34026 Bound. Value Probl. 2017, Paper No. 164, 20 p. (2017). MSC: 34B09 37J05 34F05 34L05 PDFBibTeX XMLCite \textit{H. Wang} and \textit{Z. Wu}, Bound. Value Probl. 2017, Paper No. 164, 20 p. (2017; Zbl 1382.34026) Full Text: DOI
Vermiglio, Rossana Polynomial chaos expansions for the stability analysis of uncertain delay differential equations. (English) Zbl 1416.65225 SIAM/ASA J. Uncertain. Quantif. 5, 278-303 (2017). MSC: 65L20 34K20 65L03 65L05 PDFBibTeX XMLCite \textit{R. Vermiglio}, SIAM/ASA J. Uncertain. Quantif. 5, 278--303 (2017; Zbl 1416.65225) Full Text: DOI
Chen, Xiao-Ping; Dai, Hua Stability analysis of time-delay systems using a contour integral method. (English) Zbl 1410.34210 Appl. Math. Comput. 273, 390-397 (2016). MSC: 34K20 34K06 65L03 93D20 PDFBibTeX XMLCite \textit{X.-P. Chen} and \textit{H. Dai}, Appl. Math. Comput. 273, 390--397 (2016; Zbl 1410.34210) Full Text: DOI
Ji, Shaolin; Liu, Haodong; Xiao, Xinling Fully coupled forward-backward stochastic differential equations on Markov chains. (English) Zbl 1419.60044 Adv. Difference Equ. 2016, Paper No. 133, 18 p. (2016). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{S. Ji} et al., Adv. Difference Equ. 2016, Paper No. 133, 18 p. (2016; Zbl 1419.60044) Full Text: DOI arXiv
Yong, Jiongmin Forward-backward evolution equations and applications. (English) Zbl 06648252 Math. Control Relat. Fields 6, No. 4, 653-704 (2016). MSC: 47J35 47D06 35K90 35L90 49K27 34G20 PDFBibTeX XMLCite \textit{J. Yong}, Math. Control Relat. Fields 6, No. 4, 653--704 (2016; Zbl 06648252) Full Text: DOI arXiv
Rajivganthi, C.; Muthukumar, P. Almost automorphic solutions for fractional stochastic differential equations and its optimal control. (English) Zbl 1343.93101 Optim. Control Appl. Methods 37, No. 4, 663-681 (2016). MSC: 93E20 60H10 34A08 PDFBibTeX XMLCite \textit{C. Rajivganthi} and \textit{P. Muthukumar}, Optim. Control Appl. Methods 37, No. 4, 663--681 (2016; Zbl 1343.93101) Full Text: DOI
Breda, D.; Diekmann, O.; Gyllenberg, M.; Scarabel, F.; Vermiglio, R. Pseudospectral discretization of nonlinear delay equations: new prospects for numerical bifurcation analysis. (English) Zbl 1352.34101 SIAM J. Appl. Dyn. Syst. 15, No. 1, 1-23 (2016). MSC: 34K28 37M20 65J08 65L07 65P30 92D25 34K20 PDFBibTeX XMLCite \textit{D. Breda} et al., SIAM J. Appl. Dyn. Syst. 15, No. 1, 1--23 (2016; Zbl 1352.34101) Full Text: DOI
Erol, H. Ersin; İftar, Altuğ Stabilization of decentralized descriptor-type neutral time-delay systems by time-delay controllers. (English) Zbl 1327.93314 Automatica 64, 262-269 (2016). MSC: 93D15 93A14 34K40 PDFBibTeX XMLCite \textit{H. E. Erol} and \textit{A. İftar}, Automatica 64, 262--269 (2016; Zbl 1327.93314) Full Text: DOI
Huijskens, T. P.; Ruijter, M. J.; Oosterlee, C. W. Efficient numerical Fourier methods for coupled forward-backward SDEs. (English) Zbl 1336.65010 J. Comput. Appl. Math. 296, 593-612 (2016). Reviewer: Melvin D. Lax (Long Beach) MSC: 65C30 65T50 60H35 60H10 60E10 91G60 65L20 34F05 PDFBibTeX XMLCite \textit{T. P. Huijskens} et al., J. Comput. Appl. Math. 296, 593--612 (2016; Zbl 1336.65010) Full Text: DOI
Lu, Zhanhui; Zhao, Weixiang; Xie, Di; Li, Gengyin \(p\)-moment stability of power system under small Gauss type random excitation. (English) Zbl 1355.34118 Chaos Solitons Fractals 81, Part A, 30-37 (2015). MSC: 34K50 34K20 60H10 PDFBibTeX XMLCite \textit{Z. Lu} et al., Chaos Solitons Fractals 81, Part A, 30--37 (2015; Zbl 1355.34118) Full Text: DOI
Shi, Jingtao; Xu, Juanjuan; Zhang, Huanshui Stochastic recursive optimal control problem with time delay and applications. (English) Zbl 1332.93383 Math. Control Relat. Fields 5, No. 4, 859-888 (2015). MSC: 93E20 60H10 34K50 91G80 PDFBibTeX XMLCite \textit{J. Shi} et al., Math. Control Relat. Fields 5, No. 4, 859--888 (2015; Zbl 1332.93383) Full Text: DOI arXiv
Ma, Jin; Wu, Zhen; Zhang, Detao; Zhang, Jianfeng On well-posedness of forward-backward SDEs – a unified approach. (English) Zbl 1319.60132 Ann. Appl. Probab. 25, No. 4, 2168-2214 (2015). MSC: 60H10 60H20 60H07 60G60 60H30 34F05 PDFBibTeX XMLCite \textit{J. Ma} et al., Ann. Appl. Probab. 25, No. 4, 2168--2214 (2015; Zbl 1319.60132) Full Text: DOI arXiv Euclid
Casserini, Matteo; Liang, Gechun Fully coupled forward-backward stochastic dynamics and functional differential systems. (English) Zbl 1314.60112 Stoch. Dyn. 15, No. 2, Article ID 1550006, 25 p. (2015). MSC: 60H10 60H30 34K50 93E03 PDFBibTeX XMLCite \textit{M. Casserini} and \textit{G. Liang}, Stoch. Dyn. 15, No. 2, Article ID 1550006, 25 p. (2015; Zbl 1314.60112) Full Text: DOI arXiv
Ding, Xiuyong; Liu, Xiu; Zhong, Shouming Delay-independent criteria for exponential admissibility of switched descriptor delayed systems. (English) Zbl 1364.93002 Appl. Math. Comput. 228, 432-445 (2014). MSC: 93A10 34K06 PDFBibTeX XMLCite \textit{X. Ding} et al., Appl. Math. Comput. 228, 432--445 (2014; Zbl 1364.93002) Full Text: DOI
Li, Na; Wu, Zhen Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes. (English) Zbl 1313.93208 Appl. Math., Ser. B (Engl. Ed.) 29, No. 1, 67-85 (2014). MSC: 93E20 60H10 34K50 49K45 PDFBibTeX XMLCite \textit{N. Li} and \textit{Z. Wu}, Appl. Math., Ser. B (Engl. Ed.) 29, No. 1, 67--85 (2014; Zbl 1313.93208) Full Text: DOI
Wang, Haiyang; Wu, Zhen Partially observed time-inconsistency recursive optimization problem and application. (English) Zbl 1290.49050 J. Optim. Theory Appl. 161, No. 2, 664-687 (2014). MSC: 49K45 60H10 34F05 91B30 PDFBibTeX XMLCite \textit{H. Wang} and \textit{Z. Wu}, J. Optim. Theory Appl. 161, No. 2, 664--687 (2014; Zbl 1290.49050) Full Text: DOI
Breda, Dimitri; Diekmann, Odo; Maset, Stefano; Vermiglio, Rossana A numerical approach for investigating the stability of equilibria for structured population models. (English) Zbl 1448.92178 J. Biol. Dyn. 7, Suppl. 1, 4-20 (2013). MSC: 92D25 34L16 34C60 PDFBibTeX XMLCite \textit{D. Breda} et al., J. Biol. Dyn. 7, 4--20 (2013; Zbl 1448.92178) Full Text: DOI
Zhao, Yangyang; Yang, Jianying; Wen, Guanghui \(H_{\infty}\) control for uncertain switched nonlinear singular systems with time delay. (English) Zbl 1279.93048 Nonlinear Dyn. 74, No. 3, 649-665 (2013). MSC: 93B36 93D05 93C10 34D20 PDFBibTeX XMLCite \textit{Y. Zhao} et al., Nonlinear Dyn. 74, No. 3, 649--665 (2013; Zbl 1279.93048) Full Text: DOI
Wang, Weifeng; Liu, Bin Second-order Taylor expansion for backward doubly stochastic control system. (English) Zbl 1278.93295 Int. J. Control 86, No. 4, 942-952 (2013). MSC: 93E20 34K35 93E03 60H15 60H30 PDFBibTeX XMLCite \textit{W. Wang} and \textit{B. Liu}, Int. J. Control 86, No. 4, 942--952 (2013; Zbl 1278.93295) Full Text: DOI
Carmona, René; Delarue, François; Lachapelle, Aimé Control of McKean-Vlasov dynamics versus mean field games. (English) Zbl 1269.91012 Math. Financ. Econ. 7, No. 2, 131-166 (2013). MSC: 91A23 60H10 91A10 91A15 34F05 45K05 PDFBibTeX XMLCite \textit{R. Carmona} et al., Math. Financ. Econ. 7, No. 2, 131--166 (2013; Zbl 1269.91012) Full Text: DOI arXiv
Zhu, Yanli; Sun, Yuangong Stabilization of discrete-time planar switched linear systems with impulse. (English) Zbl 1264.93195 Discrete Dyn. Nat. Soc. 2013, Article ID 134296, 7 p. (2013). MSC: 93D05 34H05 PDFBibTeX XMLCite \textit{Y. Zhu} and \textit{Y. Sun}, Discrete Dyn. Nat. Soc. 2013, Article ID 134296, 7 p. (2013; Zbl 1264.93195) Full Text: DOI
Ding, Yucai; Zhu, Hong; Zhong, Shouming; Zeng, Yong Exponential mean-square stability of time-delay singular systems with Markovian switching and nonlinear perturbations. (English) Zbl 1370.34138 Appl. Math. Comput. 219, No. 4, 2350-2359 (2012). MSC: 34K50 34K32 34K27 34K20 PDFBibTeX XMLCite \textit{Y. Ding} et al., Appl. Math. Comput. 219, No. 4, 2350--2359 (2012; Zbl 1370.34138) Full Text: DOI
Ma, Jin; Yin, Hong; Zhang, Jianfeng On non-Markovian forward-backward SDEs and backward stochastic PDEs. (English) Zbl 1260.60123 Stochastic Processes Appl. 122, No. 12, 3980-4004 (2012). Reviewer: Aleksandr D. Borisenko (Kyïv) MSC: 60H15 60H10 34F05 PDFBibTeX XMLCite \textit{J. Ma} et al., Stochastic Processes Appl. 122, No. 12, 3980--4004 (2012; Zbl 1260.60123) Full Text: DOI
Martínez, Miguel; San Martín, Jaime; Torres, Soledad Numerical method for reflected backward stochastic differential equations. (English) Zbl 1243.60050 Stochastic Anal. Appl. 29, No. 6, 1008-1032 (2011). Reviewer: Melvin D. Lax (Long Beach) MSC: 60H10 34F05 93E03 PDFBibTeX XMLCite \textit{M. Martínez} et al., Stochastic Anal. Appl. 29, No. 6, 1008--1032 (2011; Zbl 1243.60050) Full Text: DOI Link
Ma, Jin; Zhang, Jianfeng On weak solutions of forward-backward SDEs. (English) Zbl 1235.60067 Probab. Theory Relat. Fields 151, No. 3-4, 475-507 (2011). MSC: 60H10 34F05 PDFBibTeX XMLCite \textit{J. Ma} and \textit{J. Zhang}, Probab. Theory Relat. Fields 151, No. 3--4, 475--507 (2011; Zbl 1235.60067) Full Text: DOI
Ma, Jin; Yong, Jiongmin; Zhao, Yanhong Four step scheme for general Markovian forward-backward SDEs. (English) Zbl 1217.60056 J. Syst. Sci. Complex. 23, No. 3, 546-571 (2010). Reviewer: Andrew Dale (Durban) MSC: 60H15 60H10 34F05 35R60 PDFBibTeX XMLCite \textit{J. Ma} et al., J. Syst. Sci. Complex. 23, No. 3, 546--571 (2010; Zbl 1217.60056) Full Text: DOI
Wang, Lianwen Solvability for a class of abstract two-point boundary value problems derived from optimal control. (English) Zbl 1148.34041 Bound. Value Probl. 2007, Article ID 27621, 17 p. (2007). MSC: 34G20 34B15 49K20 PDFBibTeX XMLCite \textit{L. Wang}, Bound. Value Probl. 2007, Article ID 27621, 17 p. (2007; Zbl 1148.34041) Full Text: DOI EuDML
Peng, Shige; Shi, Yugfeng Infinite horizon boundary value problems and applications. (English) Zbl 0934.34020 J. Differ. Equations 155, No. 2, 405-422 (1999). Reviewer: Manfred Möller (Johannesburg) MSC: 34B40 34D05 34C11 PDFBibTeX XMLCite \textit{S. Peng} and \textit{Y. Shi}, J. Differ. Equations 155, No. 2, 405--422 (1999; Zbl 0934.34020) Full Text: DOI Link