Sun, Yifang A stochastic maximum principle for general controlled systems driven by fractional Brownian motions. (English) Zbl 07317185 J. Math. Anal. Appl. 497, No. 1, Article ID 124854, 22 p. (2021). MSC: 93 60 PDF BibTeX XML Cite \textit{Y. Sun}, J. Math. Anal. Appl. 497, No. 1, Article ID 124854, 22 p. (2021; Zbl 07317185) Full Text: DOI
Hocquet, Antoine; Nilssen, Torstein An Itô formula for rough partial differential equations and some applications. (English) Zbl 07303866 Potential Anal. 54, No. 2, 331-386 (2021). MSC: 60L50 60H15 35A15 35B50 35D30 PDF BibTeX XML Cite \textit{A. Hocquet} and \textit{T. Nilssen}, Potential Anal. 54, No. 2, 331--386 (2021; Zbl 07303866) Full Text: DOI
Zheng, Yueyang; Shi, Jingtao A Stackelberg game of backward stochastic differential equations with applications. (English) Zbl 07301388 Dyn. Games Appl. 10, No. 4, 968-992 (2020). MSC: 91A65 91A80 49N10 60H10 91G15 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, Dyn. Games Appl. 10, No. 4, 968--992 (2020; Zbl 07301388) Full Text: DOI
Chen, Li; Wu, Zhen Stochastic optimal control problem in advertising model with delay. (English) Zbl 07299311 J. Syst. Sci. Complex. 33, No. 4, 968-987 (2020). MSC: 93E20 90B60 93C43 93C25 PDF BibTeX XML Cite \textit{L. Chen} and \textit{Z. Wu}, J. Syst. Sci. Complex. 33, No. 4, 968--987 (2020; Zbl 07299311) Full Text: DOI
Archibald, Richard; Bao, Feng; Yong, Jiongmin; Zhou, Tao An efficient numerical algorithm for solving data driven feedback control problems. (English) Zbl 07299276 J. Sci. Comput. 85, No. 2, Paper No. 51, 26 p. (2020). MSC: 93E20 93B52 60G35 65K10 PDF BibTeX XML Cite \textit{R. Archibald} et al., J. Sci. Comput. 85, No. 2, Paper No. 51, 26 p. (2020; Zbl 07299276) Full Text: DOI
Fu, Yu; Zhao, Weidong; Zhou, Tao Highly accurate numerical schemes for stochastic optimal control via FBSDEs. (English) Zbl 07296120 Numer. Math., Theory Methods Appl. 13, No. 2, 296-319 (2020). MSC: 65C30 93E20 93E25 PDF BibTeX XML Cite \textit{Y. Fu} et al., Numer. Math., Theory Methods Appl. 13, No. 2, 296--319 (2020; Zbl 07296120) Full Text: DOI
Xu, Jie; Lv, Xianrui Maximum principle for backward doubly stochastic control system with time delay. (Chinese. English summary) Zbl 07295375 J. Jilin Univ., Sci. 58, No. 3, 493-497 (2020). MSC: 93E20 93C43 93C15 60H10 PDF BibTeX XML Cite \textit{J. Xu} and \textit{X. Lv}, J. Jilin Univ., Sci. 58, No. 3, 493--497 (2020; Zbl 07295375) Full Text: DOI
Chala, Adel; Hafayed, Dahbia On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application. (English) Zbl 07293774 Evol. Equ. Control Theory 9, No. 3, 817-843 (2020). MSC: 91G05 93E20 60H10 PDF BibTeX XML Cite \textit{A. Chala} and \textit{D. Hafayed}, Evol. Equ. Control Theory 9, No. 3, 817--843 (2020; Zbl 07293774) Full Text: DOI
Zhang, Shuaiqi; Li, Xun; Xiong, Jie A stochastic maximum principle for partially observed stochastic control systems with delay. (English) Zbl 07290573 Syst. Control Lett. 146, Article ID 104812, 8 p. (2020). MSC: 93E20 93C23 34K50 PDF BibTeX XML Cite \textit{S. Zhang} et al., Syst. Control Lett. 146, Article ID 104812, 8 p. (2020; Zbl 07290573) Full Text: DOI
Benner, Peter; Trautwein, Christoph Optimal control of the stochastic Navier-Stokes equations. (English) Zbl 07279978 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 161-211 (2020). Reviewer: Piotr Biler (Wrocław) MSC: 49K45 35Q30 35R60 60H30 PDF BibTeX XML Cite \textit{P. Benner} and \textit{C. Trautwein}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 161--211 (2020; Zbl 07279978) Full Text: DOI
Azimi, Mahdi; Grecksch, Wilfried Stochastic Itô-Volterra backward equations in Banach spaces. (English) Zbl 07279976 Grecksch, Wilfried (ed.) et al., Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific (ISBN 978-981-12-0978-9/hbk; 978-981-12-0980-2/ebook). 61-113 (2020). Reviewer: Yuliya S. Mishura (Kyïv) MSC: 60H15 35R60 60H30 49K45 PDF BibTeX XML Cite \textit{M. Azimi} and \textit{W. Grecksch}, in: Infinite dimensional and finite dimensional stochastic equations and applications in physics. Hackensack, NJ: World Scientific. 61--113 (2020; Zbl 07279976) Full Text: DOI
Xiong, Jie; Zeng, Yong; Zhang, Shuaiqi Mean-variance portfolio selection for partially observed point processes. (English) Zbl 07277848 SIAM J. Control Optim. 58, No. 6, 3041-3061 (2020). MSC: 91G10 60G35 60G55 60H05 PDF BibTeX XML Cite \textit{J. Xiong} et al., SIAM J. Control Optim. 58, No. 6, 3041--3061 (2020; Zbl 07277848) Full Text: DOI
Guenane, Lina; Hafayed, Mokhtar; Meherrem, Shahlar; Abbas, Syed On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type. (English) Zbl 07271524 Math. Methods Appl. Sci. 43, No. 10, 6498-6516 (2020). MSC: 60H10 49K45 93E20 PDF BibTeX XML Cite \textit{L. Guenane} et al., Math. Methods Appl. Sci. 43, No. 10, 6498--6516 (2020; Zbl 07271524) Full Text: DOI
Nguyen, Son L.; Nguyen, Dung T.; Yin, George A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems. (English) Zbl 07262078 ESAIM, Control Optim. Calc. Var. 26, Paper No. 69, 26 p. (2020). MSC: 60J25 60J27 60J60 93E20 PDF BibTeX XML Cite \textit{S. L. Nguyen} et al., ESAIM, Control Optim. Calc. Var. 26, Paper No. 69, 26 p. (2020; Zbl 07262078) Full Text: DOI
Benner, Peter; Trautwein, Christoph Optimal distributed and tangential boundary control for the unsteady stochastic Stokes equations. (English) Zbl 1451.76045 ESAIM, Control Optim. Calc. Var. 26, Paper No. 62, 32 p. (2020). MSC: 76D55 76D07 76M35 93E20 PDF BibTeX XML Cite \textit{P. Benner} and \textit{C. Trautwein}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 62, 32 p. (2020; Zbl 1451.76045) Full Text: DOI
Moon, Jun The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations. (English) Zbl 1448.93349 Automatica 120, Article ID 109069, 14 p. (2020). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{J. Moon}, Automatica 120, Article ID 109069, 14 p. (2020; Zbl 1448.93349) Full Text: DOI
Kartala, Xanthi-Isidora; Englezos, Nikolaos; Yannacopoulos, Athanasios N. Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic viscosity solutions. (English) Zbl 07242688 Math. Oper. Res. 45, No. 2, 403-433 (2020). MSC: 91B70 60H15 49L25 PDF BibTeX XML Cite \textit{X.-I. Kartala} et al., Math. Oper. Res. 45, No. 2, 403--433 (2020; Zbl 07242688) Full Text: DOI
Agram, Nacira; Hilbert, Astrid; Øksendal, Bernt Singular control of SPDEs with space-mean dynamics. (English) Zbl 07241781 Math. Control Relat. Fields 10, No. 2, 425-441 (2020). MSC: 60H05 60H15 93E20 91G80 91B70 PDF BibTeX XML Cite \textit{N. Agram} et al., Math. Control Relat. Fields 10, No. 2, 425--441 (2020; Zbl 07241781) Full Text: DOI
Zhang, Liangquan; Zhou, Qing; Yang, Juan Necessary condition for optimal control of doubly stochastic systems. (English) Zbl 07241779 Math. Control Relat. Fields 10, No. 2, 379-403 (2020). Reviewer: Heinrich Hering (Rockenberg) MSC: 93E20 60H15 60H30 PDF BibTeX XML Cite \textit{L. Zhang} et al., Math. Control Relat. Fields 10, No. 2, 379--403 (2020; Zbl 07241779) Full Text: DOI
Liang, Hong; Zhou, Jianjun Infinite horizon optimal control problems of backward stochastic delay differential equations in Hilbert spaces. (English) Zbl 1448.93347 Bull. Korean Math. Soc. 57, No. 2, 311-330 (2020). MSC: 93E20 60H30 49K27 49N10 PDF BibTeX XML Cite \textit{H. Liang} and \textit{J. Zhou}, Bull. Korean Math. Soc. 57, No. 2, 311--330 (2020; Zbl 1448.93347) Full Text: DOI
Song, Yuanzhuo; Tang, Shanjian; Wu, Zhen The maximum principle for progressive optimal stochastic control problems with random jumps. (English) Zbl 1447.93378 SIAM J. Control Optim. 58, No. 4, 2171-2187 (2020). MSC: 93E20 60H10 PDF BibTeX XML Cite \textit{Y. Song} et al., SIAM J. Control Optim. 58, No. 4, 2171--2187 (2020; Zbl 1447.93378) Full Text: DOI Link
Shi, Yufeng; Wen, Jiaqiang; Xiong, Jie Backward doubly stochastic Volterra integral equations and their applications. (English) Zbl 1443.60056 J. Differ. Equations 269, No. 9, 6492-6528 (2020). MSC: 60H05 60H20 93E20 PDF BibTeX XML Cite \textit{Y. Shi} et al., J. Differ. Equations 269, No. 9, 6492--6528 (2020; Zbl 1443.60056) Full Text: DOI
Xu, Jie Stochastic maximum principle for delayed doubly stochastic control systems and their applications. (English) Zbl 1443.93141 Int. J. Control 93, No. 6, 1371-1380 (2020). MSC: 93E20 93C15 60H10 49N10 PDF BibTeX XML Cite \textit{J. Xu}, Int. J. Control 93, No. 6, 1371--1380 (2020; Zbl 1443.93141) Full Text: DOI
Hafayed, Mokhtar; Meherrem, Shahlar On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures. (English) Zbl 1443.93139 Int. J. Control 93, No. 5, 1053-1062 (2020). Reviewer: Syed Abbas (Mandi) MSC: 93E20 60G51 60G44 91G10 PDF BibTeX XML Cite \textit{M. Hafayed} and \textit{S. Meherrem}, Int. J. Control 93, No. 5, 1053--1062 (2020; Zbl 1443.93139) Full Text: DOI
Moinat, Augustin; Weber, Hendrik Local bounds for stochastic reaction diffusion equations. (English) Zbl 1445.60047 Electron. J. Probab. 25, Paper No. 17, 26 p. (2020). MSC: 60H15 35K57 35B45 PDF BibTeX XML Cite \textit{A. Moinat} and \textit{H. Weber}, Electron. J. Probab. 25, Paper No. 17, 26 p. (2020; Zbl 1445.60047) Full Text: DOI Euclid
Frankowska, Hélène; Zhang, Xu Necessary conditions for stochastic optimal control problems in infinite dimensions. (English) Zbl 1441.93337 Stochastic Processes Appl. 130, No. 7, 4081-4103 (2020). MSC: 93E20 49J53 60H15 PDF BibTeX XML Cite \textit{H. Frankowska} and \textit{X. Zhang}, Stochastic Processes Appl. 130, No. 7, 4081--4103 (2020; Zbl 1441.93337) Full Text: DOI
Hu, Mingshang; Wang, Falei Maximum principle for stochastic recursive optimal control problem under model uncertainty. (English) Zbl 1441.93340 SIAM J. Control Optim. 58, No. 3, 1341-1370 (2020). MSC: 93E20 93B35 60H10 35K15 PDF BibTeX XML Cite \textit{M. Hu} and \textit{F. Wang}, SIAM J. Control Optim. 58, No. 3, 1341--1370 (2020; Zbl 1441.93340) Full Text: DOI
Dianetti, Jodi; Ferrari, Giorgio Nonzero-sum submodular monotone-follower games: existence and approximation of Nash equilibria. (English) Zbl 1443.91038 SIAM J. Control Optim. 58, No. 3, 1257-1288 (2020). MSC: 91A15 91A11 60G07 PDF BibTeX XML Cite \textit{J. Dianetti} and \textit{G. Ferrari}, SIAM J. Control Optim. 58, No. 3, 1257--1288 (2020; Zbl 1443.91038) Full Text: DOI
Breitenbach, Tim; Borzì, Alfio The Pontryagin maximum principle for solving Fokker-Planck optimal control problems. (English) Zbl 1447.49029 Comput. Optim. Appl. 76, No. 2, 499-533 (2020). Reviewer: Souvik Roy (Arlington) MSC: 49J52 49K20 49K45 35Q84 49M05 PDF BibTeX XML Cite \textit{T. Breitenbach} and \textit{A. Borzì}, Comput. Optim. Appl. 76, No. 2, 499--533 (2020; Zbl 1447.49029) Full Text: DOI
Huang, Yunlong; Krishnaprasad, P. S. Sub-Riemannian geometry and finite time thermodynamics. I: The stochastic oscillator. (English) Zbl 1439.49036 Discrete Contin. Dyn. Syst., Ser. S 13, No. 4, 1243-1268 (2020). MSC: 49K15 93E20 82C05 53C17 PDF BibTeX XML Cite \textit{Y. Huang} and \textit{P. S. Krishnaprasad}, Discrete Contin. Dyn. Syst., Ser. S 13, No. 4, 1243--1268 (2020; Zbl 1439.49036) Full Text: DOI
Li, Cailing; Liu, Zaiming; Wu, Jinbiao; Huang, Xiang The stochastic maximum principle for a jump-diffusion mean-field model involving impulse controls and applications in finance. (English) Zbl 1437.93141 J. Syst. Sci. Complex. 33, No. 1, 26-42 (2020). MSC: 93E20 93C27 91G20 60J60 PDF BibTeX XML Cite \textit{C. Li} et al., J. Syst. Sci. Complex. 33, No. 1, 26--42 (2020; Zbl 1437.93141) Full Text: DOI
Burgos, C.; Cortés, J.-C.; Villafuerte, L.; Villanueva, R.-J. Mean square convergent numerical solutions of random fractional differential equations: approximations of moments and density. (English) Zbl 07198411 J. Comput. Appl. Math. 378, Article ID 112925, 13 p. (2020). MSC: 65C30 60H10 PDF BibTeX XML Cite \textit{C. Burgos} et al., J. Comput. Appl. Math. 378, Article ID 112925, 13 p. (2020; Zbl 07198411) Full Text: DOI
Nguyen, Phuong; Temam, Roger The Stampacchia maximum principle for stochastic partial differential equations forced by Lévy noise. (English) Zbl 1446.35274 Commun. Pure Appl. Anal. 19, No. 4, 2289-2331 (2020). MSC: 35R60 60H15 35B50 PDF BibTeX XML Cite \textit{P. Nguyen} and \textit{R. Temam}, Commun. Pure Appl. Anal. 19, No. 4, 2289--2331 (2020; Zbl 1446.35274) Full Text: DOI
Hafayed, Dahbia; Chala, Adel An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications. (English) Zbl 1433.93155 Random Oper. Stoch. Equ. 28, No. 1, 1-18 (2020). MSC: 93E20 60H30 60G20 PDF BibTeX XML Cite \textit{D. Hafayed} and \textit{A. Chala}, Random Oper. Stoch. Equ. 28, No. 1, 1--18 (2020; Zbl 1433.93155) Full Text: DOI
Clairon, Quentin; Samson, Adeline Optimal control for estimation in partially observed elliptic and hypoelliptic linear stochastic differential equations. (English) Zbl 1436.62077 Stat. Inference Stoch. Process. 23, No. 1, 105-127 (2020). Reviewer: Alessandro Selvitella (Fort Wayne) MSC: 62F10 60H15 49K20 PDF BibTeX XML Cite \textit{Q. Clairon} and \textit{A. Samson}, Stat. Inference Stoch. Process. 23, No. 1, 105--127 (2020; Zbl 1436.62077) Full Text: DOI
Wu, Jinbiao; Liu, Zaiming Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes. (English) Zbl 1436.93144 Int. J. Control 93, No. 4, 953-970 (2020). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{J. Wu} and \textit{Z. Liu}, Int. J. Control 93, No. 4, 953--970 (2020; Zbl 1436.93144) Full Text: DOI
Dellacherie, Claude; Martínez, Servet; San Martín, Jaime Inverse \(M\)-matrix, a new characterization. (English) Zbl 1434.15006 Linear Algebra Appl. 595, 182-191 (2020). MSC: 15A09 15B51 60J10 PDF BibTeX XML Cite \textit{C. Dellacherie} et al., Linear Algebra Appl. 595, 182--191 (2020; Zbl 1434.15006) Full Text: DOI
Qiu, Jinniao \(L^2\)-theory of linear degenerate SPDEs and \(L^p ( p > 0)\) estimates for the uniform norm of weak solutions. (English) Zbl 1446.60050 Stochastic Processes Appl. 130, No. 3, 1206-1225 (2020). Reviewer: Denis R. Bell (Jacksonville) MSC: 60H15 35R60 35D30 35B65 PDF BibTeX XML Cite \textit{J. Qiu}, Stochastic Processes Appl. 130, No. 3, 1206--1225 (2020; Zbl 1446.60050) Full Text: DOI
Blanc, Pablo; Manfredi, Juan J.; Rossi, Julio D. Games for Pucci’s maximal operators. (English) Zbl 1439.35104 J. Dyn. Games 6, No. 4, 277-289 (2019). MSC: 35B50 35D40 49N70 91A15 91A24 PDF BibTeX XML Cite \textit{P. Blanc} et al., J. Dyn. Games 6, No. 4, 277--289 (2019; Zbl 1439.35104) Full Text: DOI
Brzeźniak, Zdzisław; Hausenblas, Erika; Razafimandimby, Paul André Some results on the penalised nematic liquid crystals driven by multiplicative noise: weak solution and maximum principle. (English) Zbl 1431.76025 Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 3, 417-475 (2019). MSC: 76A15 35Q35 35R60 60H30 PDF BibTeX XML Cite \textit{Z. Brzeźniak} et al., Stoch. Partial Differ. Equ., Anal. Comput. 7, No. 3, 417--475 (2019; Zbl 1431.76025) Full Text: DOI
Choutri, Salah Eddine; Djehiche, Boualem; Tembine, Hamidou Optimal control and zero-sum games for Markov chains of mean-field type. (English) Zbl 1427.60105 Math. Control Relat. Fields 9, No. 3, 571-605 (2019). MSC: 60H10 60H07 49N90 49K45 PDF BibTeX XML Cite \textit{S. E. Choutri} et al., Math. Control Relat. Fields 9, No. 3, 571--605 (2019; Zbl 1427.60105) Full Text: DOI arXiv
Alia, Ishak A non-exponential discounting time-inconsistent stochastic optimal control problem for jump-diffusion. (English) Zbl 1429.93413 Math. Control Relat. Fields 9, No. 3, 541-570 (2019). MSC: 93E20 60H10 60J76 91G10 PDF BibTeX XML Cite \textit{I. Alia}, Math. Control Relat. Fields 9, No. 3, 541--570 (2019; Zbl 1429.93413) Full Text: DOI
Ji, Shaolin; Xue, Xiaole A stochastic maximum principle for linear quadratic problem with nonconvex control domain. (English) Zbl 1427.93277 Math. Control Relat. Fields 9, No. 3, 495-507 (2019). MSC: 93E20 60H10 49N15 PDF BibTeX XML Cite \textit{S. Ji} and \textit{X. Xue}, Math. Control Relat. Fields 9, No. 3, 495--507 (2019; Zbl 1427.93277) Full Text: DOI
Faidi, Wahid; Mezghanni, Hanen; Mnif, Mohamed Expected utility maximization problem under state constraints and model uncertainty. (English) Zbl 1442.91033 J. Optim. Theory Appl. 183, No. 3, 1123-1152 (2019). Reviewer: Karel Zimmermann (Praha) MSC: 91B16 91G10 91B70 60H10 35B50 PDF BibTeX XML Cite \textit{W. Faidi} et al., J. Optim. Theory Appl. 183, No. 3, 1123--1152 (2019; Zbl 1442.91033) Full Text: DOI
Hess, Markus Optimal equivalent probability measures under enlarged filtrations. (English) Zbl 1429.93419 J. Optim. Theory Appl. 183, No. 3, 813-839 (2019). MSC: 93E20 60G51 60H10 60G44 PDF BibTeX XML Cite \textit{M. Hess}, J. Optim. Theory Appl. 183, No. 3, 813--839 (2019; Zbl 1429.93419) Full Text: DOI
Mazanti, Guilherme; Santambrogio, Filippo Minimal-time mean field games. (English) Zbl 1428.91006 Math. Models Methods Appl. Sci. 29, No. 8, 1413-1464 (2019). MSC: 91A23 91A15 91A43 49N70 35Q91 PDF BibTeX XML Cite \textit{G. Mazanti} and \textit{F. Santambrogio}, Math. Models Methods Appl. Sci. 29, No. 8, 1413--1464 (2019; Zbl 1428.91006) Full Text: DOI arXiv
Burgos, C.; Cortés, J.-C.; Debbouche, A.; Villafuerte, L.; Villanueva, R.-J. Random fractional generalized Airy differential equations: a probabilistic analysis using mean square calculus. (English) Zbl 1428.34010 Appl. Math. Comput. 352, 15-29 (2019). MSC: 34A08 34F05 60G12 60H25 PDF BibTeX XML Cite \textit{C. Burgos} et al., Appl. Math. Comput. 352, 15--29 (2019; Zbl 1428.34010) Full Text: DOI
Hao, Tao; Meng, Qingxin A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems. (English) Zbl 1425.93302 Eur. J. Control 50, 96-106 (2019). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{T. Hao} and \textit{Q. Meng}, Eur. J. Control 50, 96--106 (2019; Zbl 1425.93302) Full Text: DOI
Moon, Jun Necessary and sufficient conditions of risk-sensitive optimal control and differential games for stochastic differential delayed equations. (English) Zbl 1426.93117 Int. J. Robust Nonlinear Control 29, No. 14, 4812-4827 (2019). MSC: 93C23 34K50 49N90 91A23 PDF BibTeX XML Cite \textit{J. Moon}, Int. J. Robust Nonlinear Control 29, No. 14, 4812--4827 (2019; Zbl 1426.93117) Full Text: DOI
Han, Yuecai; Sun, Yifang Stochastic linear quadratic optimal control problem for systems driven by fractional Brownian motions. (English) Zbl 1425.93301 Optim. Control Appl. Methods 40, No. 5, 900-913 (2019). MSC: 93E20 49N10 93C05 60G22 93C15 60H10 60H07 PDF BibTeX XML Cite \textit{Y. Han} and \textit{Y. Sun}, Optim. Control Appl. Methods 40, No. 5, 900--913 (2019; Zbl 1425.93301) Full Text: DOI
Meherrem, Shahlar; Hafayed, Mokhtar Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law. (English) Zbl 1425.93304 Optim. Control Appl. Methods 40, No. 3, 499-516 (2019). MSC: 93E20 93C15 60G51 60H10 PDF BibTeX XML Cite \textit{S. Meherrem} and \textit{M. Hafayed}, Optim. Control Appl. Methods 40, No. 3, 499--516 (2019; Zbl 1425.93304) Full Text: DOI
Li, Meihang; Liu, Ximei; Ding, Feng The filtering-based maximum likelihood iterative estimation algorithms for a special class of nonlinear systems with autoregressive moving average noise using the hierarchical identification principle. (English) Zbl 1425.93284 Int. J. Adapt. Control Signal Process. 33, No. 7, 1189-1211 (2019). MSC: 93E11 93E12 93C10 PDF BibTeX XML Cite \textit{M. Li} et al., Int. J. Adapt. Control Signal Process. 33, No. 7, 1189--1211 (2019; Zbl 1425.93284) Full Text: DOI
Xiong, Jie; Zhang, Shuaiqi; Zhuang, Yi A partially observed non-zero sum differential game of forward-backward stochastic differential equations and its application in finance. (English) Zbl 1426.49041 Math. Control Relat. Fields 9, No. 2, 257-276 (2019). MSC: 49N70 93C20 93E11 91A15 91A23 49N90 93E20 PDF BibTeX XML Cite \textit{J. Xiong} et al., Math. Control Relat. Fields 9, No. 2, 257--276 (2019; Zbl 1426.49041) Full Text: DOI arXiv
Zhang, Yu Pontryagin-type stochastic maximum principle of stochastic evolution equation with a random generator. (English) Zbl 1438.60085 J. Sichuan Univ., Nat. Sci. Ed. 56, No. 3, 377-386 (2019). MSC: 60H10 PDF BibTeX XML Cite \textit{Y. Zhang}, J. Sichuan Univ., Nat. Sci. Ed. 56, No. 3, 377--386 (2019; Zbl 1438.60085) Full Text: DOI
Li, Ruijing; Fu, Fengyun The maximum principle for partially observed optimal control problems of mean-field FBSDEs. (English) Zbl 1423.93418 Int. J. Control 92, No. 10, 2463-2472 (2019). MSC: 93E20 49J15 93C15 60H10 93E11 49N10 PDF BibTeX XML Cite \textit{R. Li} and \textit{F. Fu}, Int. J. Control 92, No. 10, 2463--2472 (2019; Zbl 1423.93418) Full Text: DOI
Yang, Bixuan; Guo, Tiexin; Wu, Jinbiao Partially observed nonzero-sum stochastic differential games with \(g\)-expectations. (English) Zbl 1438.91016 Control Theory Appl. 36, No. 1, 13-21 (2019). MSC: 91A15 60H10 PDF BibTeX XML Cite \textit{B. Yang} et al., Control Theory Appl. 36, No. 1, 13--21 (2019; Zbl 1438.91016) Full Text: DOI
Li, Ruijing A general maximum principle for forward-backward stochastic control systems of mean-field type. (Chinese. English summary) Zbl 1438.93235 Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 1, 143-155 (2019). MSC: 93E20 93C15 60H10 PDF BibTeX XML Cite \textit{R. Li}, Acta Math. Sci., Ser. A, Chin. Ed. 39, No. 1, 143--155 (2019; Zbl 1438.93235)
Dhariwal, Gaurav; Jüngel, Ansgar; Zamponi, Nicola Global martingale solutions for a stochastic population cross-diffusion system. (English) Zbl 1422.35186 Stochastic Processes Appl. 129, No. 10, 3792-3820 (2019). MSC: 35R60 60H15 35K57 35Q92 60J10 92D25 PDF BibTeX XML Cite \textit{G. Dhariwal} et al., Stochastic Processes Appl. 129, No. 10, 3792--3820 (2019; Zbl 1422.35186) Full Text: DOI arXiv
Yang, Bixuan; Guo, Tiexin; Wu, Jinbiao A partially observed nonzero-sum stochastic differential game with delays and its application to finance. (English) Zbl 1425.91053 Asian J. Control 21, No. 2, 977-988 (2019). MSC: 91A15 91A23 60H07 91G99 PDF BibTeX XML Cite \textit{B. Yang} et al., Asian J. Control 21, No. 2, 977--988 (2019; Zbl 1425.91053) Full Text: DOI
Wang, Wencan; Wu, Jinbiao; Liu, Zaiming The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes. (English) Zbl 1419.93068 J. Syst. Sci. Complex. 32, No. 4, 997-1018 (2019). MSC: 93E20 60G51 93C15 60H10 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Syst. Sci. Complex. 32, No. 4, 997--1018 (2019; Zbl 1419.93068) Full Text: DOI
Dong, Yuchao; Meng, Qingxin Second-order necessary conditions for optimal control with recursive utilities. (English) Zbl 1421.49024 J. Optim. Theory Appl. 182, No. 2, 494-524 (2019). MSC: 49K45 49J53 60H99 PDF BibTeX XML Cite \textit{Y. Dong} and \textit{Q. Meng}, J. Optim. Theory Appl. 182, No. 2, 494--524 (2019; Zbl 1421.49024) Full Text: DOI arXiv
Muthukumar, P.; Deepa, R. Mean-field, infinite horizon, optimal control of nonlinear stochastic delay system governed by Teugels martingales associated with Lévy processes. (English) Zbl 1419.49008 Commun. Math. Stat. 7, No. 2, 163-180 (2019). MSC: 49J15 35B50 60H10 93E20 PDF BibTeX XML Cite \textit{P. Muthukumar} and \textit{R. Deepa}, Commun. Math. Stat. 7, No. 2, 163--180 (2019; Zbl 1419.49008) Full Text: DOI
Tang, Maoning; Meng, Qingxin; Wang, Meijiao Forward and backward mean-field stochastic partial differential equation and optimal control. (English) Zbl 1447.60123 Chin. Ann. Math., Ser. B 40, No. 4, 515-540 (2019). MSC: 60H15 35R60 93E20 49N10 PDF BibTeX XML Cite \textit{M. Tang} et al., Chin. Ann. Math., Ser. B 40, No. 4, 515--540 (2019; Zbl 1447.60123) Full Text: DOI
Liang, Qizhu; Xiong, Jie Stochastic maximum principle on a continuous-time behavioral portfolio model. (English) Zbl 1417.91463 Wood, David R. (ed.) et al., 2017 MATRIX annals. Cham: Springer. MATRIX Book Ser. 2, 553-558 (2019). MSC: 91G10 PDF BibTeX XML Cite \textit{Q. Liang} and \textit{J. Xiong}, MATRIX Book Ser. 2, 553--558 (2019; Zbl 1417.91463) Full Text: DOI
Huang, Pengyan; Wang, Guangchen; Zhang, Huanjun An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications. (English) Zbl 07072648 Adv. Difference Equ. 2019, Paper No. 236, 25 p. (2019). MSC: 39 34 PDF BibTeX XML Cite \textit{P. Huang} et al., Adv. Difference Equ. 2019, Paper No. 236, 25 p. (2019; Zbl 07072648) Full Text: DOI
Orrieri, Carlo; Tessitore, Gianmario; Veverka, Petr Ergodic maximum principle for stochastic systems. (English) Zbl 1427.60131 Appl. Math. Optim. 79, No. 3, 567-591 (2019). MSC: 60H15 93E20 37A50 PDF BibTeX XML Cite \textit{C. Orrieri} et al., Appl. Math. Optim. 79, No. 3, 567--591 (2019; Zbl 1427.60131) Full Text: DOI arXiv
Deepa, R.; Muthukumar, P. Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes. (English) Zbl 1414.35268 J. Anal. 27, No. 2, 623-641 (2019). MSC: 35R60 35B50 60H10 93E20 PDF BibTeX XML Cite \textit{R. Deepa} and \textit{P. Muthukumar}, J. Anal. 27, No. 2, 623--641 (2019; Zbl 1414.35268) Full Text: DOI
Agram, Nacira; Øksendal, Bernt Model uncertainty stochastic mean-field control. (English) Zbl 1432.93377 Stochastic Anal. Appl. 37, No. 1, 36-56 (2019). Reviewer: Andrzej Świerniak (Gliwice) MSC: 93E20 91A16 91A80 91A15 91A05 PDF BibTeX XML Cite \textit{N. Agram} and \textit{B. Øksendal}, Stochastic Anal. Appl. 37, No. 1, 36--56 (2019; Zbl 1432.93377) Full Text: DOI arXiv
Agram, Nacira; Øksendal, Bernt Stochastic control of memory mean-field processes. (English) Zbl 1411.60081 Appl. Math. Optim. 79, No. 1, 181-204 (2019); correction ibid. 79, No. 1, 205-206 (2019). MSC: 60H05 60H20 60J75 93E20 91G80 91B70 PDF BibTeX XML Cite \textit{N. Agram} and \textit{B. Øksendal}, Appl. Math. Optim. 79, No. 1, 181--204 (2019; Zbl 1411.60081) Full Text: DOI arXiv
Øksendal, Bernt; Sulem, Agnès Applied stochastic control of jump diffusions. 3rd expanded and updated edition. (English) Zbl 1422.93001 Universitext. Cham: Springer (ISBN 978-3-030-02779-7/pbk; 978-3-030-02781-0/ebook). xvi, 436 p. (2019). Reviewer: Lu Qi (Chengdu) MSC: 93-02 93E20 60-02 60G40 60J60 60J75 60G51 60H15 49L25 49J20 91A15 91A23 91G20 91G80 90C39 PDF BibTeX XML Cite \textit{B. Øksendal} and \textit{A. Sulem}, Applied stochastic control of jump diffusions. 3rd expanded and updated edition. Cham: Springer (2019; Zbl 1422.93001) Full Text: DOI
Ji, Shaolin; Xue, Xiaole The stochastic maximum principle in singular optimal control with recursive utilities. (English) Zbl 1405.49017 J. Math. Anal. Appl. 471, No. 1-2, 378-391 (2019). MSC: 49K45 93E20 60H10 PDF BibTeX XML Cite \textit{S. Ji} and \textit{X. Xue}, J. Math. Anal. Appl. 471, No. 1--2, 378--391 (2019; Zbl 1405.49017) Full Text: DOI
Bonnet, Benoît; Rossi, Francesco The Pontryagin Maximum Principle in the Wasserstein space. (English) Zbl 1404.49016 Calc. Var. Partial Differ. Equ. 58, No. 1, Paper No. 11, 36 p. (2019). MSC: 49K45 49K27 93E20 58E25 93B27 49J52 PDF BibTeX XML Cite \textit{B. Bonnet} and \textit{F. Rossi}, Calc. Var. Partial Differ. Equ. 58, No. 1, Paper No. 11, 36 p. (2019; Zbl 1404.49016) Full Text: DOI
Biagini, Francesca; Meyer-Brandis, Thilo; Øksendal, Bernt; Paczka, Krzysztof Optimal control with delayed information flow of systems driven by \(G\)-Brownian motion. (English) Zbl 1444.60044 Probab. Uncertain. Quant. Risk 3, Paper No. 8, 24 p. (2018). MSC: 60G65 93E20 PDF BibTeX XML Cite \textit{F. Biagini} et al., Probab. Uncertain. Quant. Risk 3, Paper No. 8, 24 p. (2018; Zbl 1444.60044) Full Text: DOI
Wang, Yan; Wang, Lei Forward-backward stochastic differential games for optimal investment and dividend problem of an insurer under model uncertainty. (English) Zbl 07166843 Appl. Math. Modelling 58, 254-269 (2018). MSC: 91 49 PDF BibTeX XML Cite \textit{Y. Wang} and \textit{L. Wang}, Appl. Math. Modelling 58, 254--269 (2018; Zbl 07166843) Full Text: DOI
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 PDF BibTeX XML Cite \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
Bou-Rabee, Nawaf; Vanden-Eijnden, Eric Continuous-time random walks for the numerical solution of stochastic differential equations. (English) Zbl 1437.65002 Memoirs of the American Mathematical Society 1228. Providence, RI: American Mathematical Society (AMS) (ISBN 978-1-4704-3181-5/pbk; 978-1-4704-4919-3/ebook). v, 124 p. (2018). Reviewer: Melvin D. Lax (Long Beach) MSC: 65-02 65C30 60H10 60J25 60J74 PDF BibTeX XML Cite \textit{N. Bou-Rabee} and \textit{E. Vanden-Eijnden}, Continuous-time random walks for the numerical solution of stochastic differential equations. Providence, RI: American Mathematical Society (AMS) (2018; Zbl 1437.65002) Full Text: DOI
Sun, Zhongyang; Menoukeu-Pamen, Olivier The maximum principles for partially observed risk-sensitive optimal controls of Markov regime-switching jump-diffusion system. (English) Zbl 1407.93434 Stochastic Anal. Appl. 36, No. 5, 782-811 (2018). MSC: 93E20 91G80 PDF BibTeX XML Cite \textit{Z. Sun} and \textit{O. Menoukeu-Pamen}, Stochastic Anal. Appl. 36, No. 5, 782--811 (2018; Zbl 1407.93434) Full Text: DOI
Wang, Yan; Zhao, Yanxiang; Wang, Lei; Song, Aimin; Ma, Yanping Stochastic maximum principle for partial information optimal investment and dividend problem of an insurer. (English) Zbl 1412.93097 J. Ind. Manag. Optim. 14, No. 2, 653-671 (2018). MSC: 93E20 60H30 91B30 PDF BibTeX XML Cite \textit{Y. Wang} et al., J. Ind. Manag. Optim. 14, No. 2, 653--671 (2018; Zbl 1412.93097) Full Text: DOI
Guo, Hancheng; Xiong, Jie A second-order stochastic maximum principle for generalized mean-field singular control problem. (English) Zbl 1405.93232 Math. Control Relat. Fields 8, No. 2, 451-473 (2018). MSC: 93E20 49K45 93E03 93C20 60H15 PDF BibTeX XML Cite \textit{H. Guo} and \textit{J. Xiong}, Math. Control Relat. Fields 8, No. 2, 451--473 (2018; Zbl 1405.93232) Full Text: DOI
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 PDF BibTeX XML Cite \textit{Q. Lü} and \textit{X. Zhang}, Math. Control Relat. Fields 8, No. 1, 337--381 (2018; Zbl 1405.93233) Full Text: DOI
Choutri, Salah Eddine; Hamidou, Tembine A stochastic maximum principle for Markov chains of mean-field type. (English) Zbl 1407.49035 Games 9, No. 4, Paper No. 84, 21 p. (2018). MSC: 49K45 93E20 60J10 60H10 60H07 49N90 PDF BibTeX XML Cite \textit{S. E. Choutri} and \textit{T. Hamidou}, Games 9, No. 4, Paper No. 84, 21 p. (2018; Zbl 1407.49035) Full Text: DOI
Sun, Zhongyang; Kemajou-Brown, Isabelle; Menoukeu-Pamen, Olivier A risk-sensitive maximum principle for a Markov regime-switching jump-diffusion system and applications. (English) Zbl 1405.93234 ESAIM, Control Optim. Calc. Var. 24, No. 3, 985-1013 (2018). MSC: 93E20 49K45 91G80 49N10 60J75 PDF BibTeX XML Cite \textit{Z. Sun} et al., ESAIM, Control Optim. Calc. Var. 24, No. 3, 985--1013 (2018; Zbl 1405.93234) Full Text: DOI
Yang, Shuzhen Near-maximum principle for general recursive utility optimal control problem. (English) Zbl 1403.93199 Int. J. Control 91, No. 10, 2187-2198 (2018). MSC: 93E20 49K45 60H10 93C15 PDF BibTeX XML Cite \textit{S. Yang}, Int. J. Control 91, No. 10, 2187--2198 (2018; Zbl 1403.93199) Full Text: DOI
Hu, Mingshang; Ji, Shaolin; Xue, Xiaole A global stochastic maximum principle for fully coupled forward-backward stochastic systems. (English) Zbl 1403.93197 SIAM J. Control Optim. 56, No. 6, 4309-4335 (2018). MSC: 93E20 49K45 60H10 93C15 49N10 PDF BibTeX XML Cite \textit{M. Hu} et al., SIAM J. Control Optim. 56, No. 6, 4309--4335 (2018; Zbl 1403.93197) Full Text: DOI arXiv
Liu, Xuan A stochastic Pontryagin maximum principle on the Sierpinski gasket. (English) Zbl 1404.60085 SIAM J. Control Optim. 56, No. 6, 4288-4308 (2018). MSC: 60H10 49K20 49K45 PDF BibTeX XML Cite \textit{X. Liu}, SIAM J. Control Optim. 56, No. 6, 4288--4308 (2018; Zbl 1404.60085) Full Text: DOI arXiv
Savku, Emel; Weber, Gerhard-Wilhelm A stochastic maximum principle for a Markov regime-switching jump-diffusion model with delay and an application to finance. (English) Zbl 1402.93269 J. Optim. Theory Appl. 179, No. 2, 696-721 (2018). MSC: 93E20 49K45 91G80 60J75 60H10 60H15 PDF BibTeX XML Cite \textit{E. Savku} and \textit{G.-W. Weber}, J. Optim. Theory Appl. 179, No. 2, 696--721 (2018; Zbl 1402.93269) Full Text: DOI
Matsoukas, Themis Generalized statistical thermodynamics. Thermodynamics of probability distributions and stochastic processes. (English) Zbl 1426.82001 Understanding Complex Systems; Springer: Complexity. Cham: Springer (ISBN 978-3-030-04148-9/hbk; 978-3-030-04149-6/ebook). xxi, 363 p. (2018). Reviewer: Piotr Garbaczewski (Opole) MSC: 82-02 82B30 82B24 60K40 60C05 62H30 82B26 82B31 82B35 82B43 80M30 97K20 97K60 PDF BibTeX XML Cite \textit{T. Matsoukas}, Generalized statistical thermodynamics. Thermodynamics of probability distributions and stochastic processes. Cham: Springer (2018; Zbl 1426.82001) Full Text: DOI
Lv, Siyu; Wu, Zhen Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance. (English) Zbl 1401.93226 Chin. Ann. Math., Ser. B 39, No. 5, 773-790 (2018). MSC: 93E20 60H10 91G80 90C39 60J75 PDF BibTeX XML Cite \textit{S. Lv} and \textit{Z. Wu}, Chin. Ann. Math., Ser. B 39, No. 5, 773--790 (2018; Zbl 1401.93226) Full Text: DOI
Zhuo, Yu Maximum principle of optimal stochastic control with terminal state constraint and its application in finance. (English) Zbl 1401.93235 J. Syst. Sci. Complex. 31, No. 4, 907-926 (2018). MSC: 93E20 91G80 91G10 49K45 PDF BibTeX XML Cite \textit{Y. Zhuo}, J. Syst. Sci. Complex. 31, No. 4, 907--926 (2018; Zbl 1401.93235) Full Text: DOI
Huang, Hong; Wang, Xiangrong; Liu, Meijuan A maximum principle for fully coupled forward-backward stochastic control system driven by Lévy process with terminal state constraints. (English) Zbl 1401.93225 J. Syst. Sci. Complex. 31, No. 4, 859-874 (2018). MSC: 93E20 49K45 91G10 93C15 60G51 60H10 PDF BibTeX XML Cite \textit{H. Huang} et al., J. Syst. Sci. Complex. 31, No. 4, 859--874 (2018; Zbl 1401.93225) Full Text: DOI
Fuhrman, Marco; Hu, Ying; Tessitore, Gianmario Stochastic maximum principle for optimal control of partial differential equations driven by white noise. (English) Zbl 1406.93384 Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 2, 255-285 (2018). MSC: 93E20 60H15 60H40 49K45 93C25 93C20 PDF BibTeX XML Cite \textit{M. Fuhrman} et al., Stoch. Partial Differ. Equ., Anal. Comput. 6, No. 2, 255--285 (2018; Zbl 1406.93384) Full Text: DOI
Socgnia, Virginie Konlack; Pamen, Olivier Menoukeu A maximum principle for controlled stochastic factor model. (English) Zbl 1401.93231 ESAIM, Control Optim. Calc. Var. 24, No. 2, 495-517 (2018). MSC: 93E20 60H15 93C20 91G10 49K45 PDF BibTeX XML Cite \textit{V. K. Socgnia} and \textit{O. M. Pamen}, ESAIM, Control Optim. Calc. Var. 24, No. 2, 495--517 (2018; Zbl 1401.93231) Full Text: DOI
Agram, Nacira; Øksendal, Bernt A Hida-Malliavin white noise calculus approach to optimal control. (English) Zbl 1400.60077 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21, No. 3, Article ID 1850014, 21 p. (2018). MSC: 60H05 60H20 60J75 93E20 91G80 91G70 91B70 PDF BibTeX XML Cite \textit{N. Agram} and \textit{B. Øksendal}, Infin. Dimens. Anal. Quantum Probab. Relat. Top. 21, No. 3, Article ID 1850014, 21 p. (2018; Zbl 1400.60077) Full Text: DOI arXiv
Ho, Xuan Hieu; Le, Thanh Binh On asymptotic variance of whole-plane SLE. (English) Zbl 1429.60065 Proc. Am. Math. Soc. 146, No. 12, 5181-5193 (2018). MSC: 60J67 30C80 30C55 PDF BibTeX XML Cite \textit{X. H. Ho} and \textit{T. B. Le}, Proc. Am. Math. Soc. 146, No. 12, 5181--5193 (2018; Zbl 1429.60065) Full Text: DOI
Hafayed, Mokhtar; Meherrem, Shahlar; Eren, Şaban; Guçoglu, Deniz Hasan On optimal singular control problem for general McKean-Vlasov differential equations: necessary and sufficient optimality conditions. (English) Zbl 1396.93132 Optim. Control Appl. Methods 39, No. 3, 1202-1219 (2018). MSC: 93E20 49K45 60H15 35Q83 93C20 PDF BibTeX XML Cite \textit{M. Hafayed} et al., Optim. Control Appl. Methods 39, No. 3, 1202--1219 (2018; Zbl 1396.93132) Full Text: DOI
Wang, Yan; Song, Aimin; Wang, Lei; Sun, Jie Maximum principle via Malliavin calculus for regular-singular stochastic differential games. (English) Zbl 1401.91016 Optim. Lett. 12, No. 6, 1301-1314 (2018). MSC: 91A05 91A15 91A23 PDF BibTeX XML Cite \textit{Y. Wang} et al., Optim. Lett. 12, No. 6, 1301--1314 (2018; Zbl 1401.91016) Full Text: DOI
Nagarajan, Durga; Palanisamy, Muthukumar Optimal control on semilinear retarded stochastic functional differential equations driven by Poisson jumps in Hilbert space. (English) Zbl 1396.37094 Bull. Korean Math. Soc. 55, No. 2, 479-497 (2018). Reviewer: Kurt Marti (München) MSC: 37N35 93E20 PDF BibTeX XML Cite \textit{D. Nagarajan} and \textit{M. Palanisamy}, Bull. Korean Math. Soc. 55, No. 2, 479--497 (2018; Zbl 1396.37094) Full Text: Link
Zhang, Xin; Sun, Zhongyang; Xiong, Jie A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type. (English) Zbl 1391.93302 SIAM J. Control Optim. 56, No. 4, 2563-2592 (2018). MSC: 93E20 PDF BibTeX XML Cite \textit{X. Zhang} et al., SIAM J. Control Optim. 56, No. 4, 2563--2592 (2018; Zbl 1391.93302) Full Text: DOI
Huang, Jianhui; Wang, Haiyang; Wu, Zhen A sufficient stochastic maximum principle for a kind of recursive optimal control problem with obstacle constraint. (English) Zbl 1388.93106 Syst. Control Lett. 114, 27-30 (2018). MSC: 93E20 49K45 60H10 PDF BibTeX XML Cite \textit{J. Huang} et al., Syst. Control Lett. 114, 27--30 (2018; Zbl 1388.93106) Full Text: DOI
Yang, Shuzhen Necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional. (The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional.) (English) Zbl 1388.93108 Syst. Control Lett. 114, 11-18 (2018). MSC: 93E20 60H10 49K45 PDF BibTeX XML Cite \textit{S. Yang}, Syst. Control Lett. 114, 11--18 (2018; Zbl 1388.93108) Full Text: DOI