Chen, Liangying; Lü, Qi Relationships between the maximum principle and dynamic programming for infinite dimensional stochastic control systems. (English) Zbl 1511.93139 J. Differ. Equations 358, 103-146 (2023). MSC: 93E20 49L20 PDFBibTeX XMLCite \textit{L. Chen} and \textit{Q. Lü}, J. Differ. Equations 358, 103--146 (2023; Zbl 1511.93139) Full Text: DOI arXiv
Lü, Qi; Zhang, Xu A concise introduction to control theory for stochastic partial differential equations. (English) Zbl 1508.93332 Math. Control Relat. Fields 12, No. 4, 847-954 (2022). MSC: 93E20 60H15 93B05 93B07 49N10 PDFBibTeX XMLCite \textit{Q. Lü} and \textit{X. Zhang}, Math. Control Relat. Fields 12, No. 4, 847--954 (2022; Zbl 1508.93332) Full Text: DOI arXiv
Buckdahn, Rainer; Jing, Shuai Mean-field SDE driven by a fractional Brownian motion and related stochastic control problem. (English) Zbl 1361.93066 SIAM J. Control Optim. 55, No. 3, 1500-1533 (2017). MSC: 93E20 60H10 60J65 60H35 49K45 PDFBibTeX XMLCite \textit{R. Buckdahn} and \textit{S. Jing}, SIAM J. Control Optim. 55, No. 3, 1500--1533 (2017; Zbl 1361.93066) Full Text: DOI arXiv
Lü, Qi; Zhang, Xu Transposition method for backward stochastic evolution equations revisited, and its application. (English) Zbl 1316.93126 Math. Control Relat. Fields 5, No. 3, 529-555 (2015). MSC: 93E20 93C25 49K45 PDFBibTeX XMLCite \textit{Q. Lü} and \textit{X. Zhang}, Math. Control Relat. Fields 5, No. 3, 529--555 (2015; Zbl 1316.93126) Full Text: DOI arXiv
Lü, Qi; Zhang, Xu General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions. (English) Zbl 1316.49004 SpringerBriefs in Mathematics; BCAM SpringerBriefs. Cham: Springer; Bilbao: BCAM – Basque Center for Applied Mathematics (ISBN 978-3-319-06631-8/pbk; 978-3-319-06632-5/ebook). ix, 146 p. (2014). Reviewer: Andrzej Świerniak (Gliwice) MSC: 49-02 49K45 49J55 60H10 60H15 93E20 PDFBibTeX XMLCite \textit{Q. Lü} and \textit{X. Zhang}, General Pontryagin-type stochastic maximum principle and backward stochastic evolution equations in infinite dimensions. Cham: Springer; Bilbao: BCAM -- Basque Center for Applied Mathematics (2014; Zbl 1316.49004) Full Text: DOI arXiv
Bahlali, Seïd; Mezerdi, Brahim; Djehiche, Boualem Approximation and optimality necessary conditions in relaxed stochastic control problems. (English) Zbl 1119.49027 J. Appl. Math. Stochastic Anal. 2006, No. 5, Article ID 72762, 23 p. (2006). MSC: 49K45 93E20 93C15 93C10 60H10 PDFBibTeX XMLCite \textit{S. Bahlali} et al., J. Appl. Math. Stochastic Anal. 2006, No. 5, Article ID 72762, 23 p. (2006; Zbl 1119.49027) Full Text: DOI EuDML
Tang, Shanjian; Li, Xun-Jing Maximum principle for optimal control of distributed parameter stochastic systems with random jumps. (English) Zbl 0811.49021 Elworthy, K.D. (ed.) et al., Differential equations, dynamical systems, and control science. A Festschrift in Honor of Lawrence Markus. New York, NY: Marcel Dekker. Lect. Notes Pure Appl. Math. 152, 867-890 (1994). Reviewer: M.Gelbrich (Berlin) MSC: 49K45 49K27 93C25 93E20 60H10 PDFBibTeX XMLCite \textit{S. Tang} and \textit{X.-J. Li}, Lect. Notes Pure Appl. Math. 152, 867--890 (1994; Zbl 0811.49021)