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
Lü, Qi; Zhang, Xu Operator-valued backward stochastic Lyapunov equations in infinite dimensions, and its application. (English) Zbl 1405.93233 Math. Control Relat. Fields 8, No. 1, 337-381 (2018). MSC: 93E20 93C15 60H10 PDFBibTeX XMLCite \textit{Q. Lü} and \textit{X. Zhang}, Math. Control Relat. Fields 8, No. 1, 337--381 (2018; Zbl 1405.93233) Full Text: DOI
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
Zhang, HaiSen; Zhang, Xu Some results on pointwise second-order necessary conditions for stochastic optimal controls. (English) Zbl 1338.93409 Sci. China, Math. 59, No. 2, 227-238 (2016). MSC: 93E20 60H07 60H10 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, Sci. China, Math. 59, No. 2, 227--238 (2016; Zbl 1338.93409) 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
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
Hu, Ying Maximum principle of optimal control problem for Markov process. (Chinese) Zbl 0723.93082 Acta Math. Sin. 33, No. 1, 43-56 (1990). Reviewer: Yong Jiongmin (Shanghai) MSC: 93E20 60J99 PDFBibTeX XMLCite \textit{Y. Hu}, Acta Math. Sin. 33, No. 1, 43--56 (1990; Zbl 0723.93082)