Zhang, Feng Maximum principle for one kind of stochastic delay optimal control problem with state constraint. (Chinese. English summary) Zbl 1488.93189 Sci. Sin., Math. 45, No. 1, 53-64 (2015). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{F. Zhang}, Sci. Sin., Math. 45, No. 1, 53--64 (2015; Zbl 1488.93189) Full Text: DOI
Cunha, Americo; Sampaio, Rubens On the nonlinear stochastic dynamics of a continuous system with discrete attached elements. (English) Zbl 1449.74111 Appl. Math. Modelling 39, No. 2, 809-819 (2015). MSC: 74H45 74K10 74S60 PDFBibTeX XMLCite \textit{A. Cunha} and \textit{R. Sampaio}, Appl. Math. Modelling 39, No. 2, 809--819 (2015; Zbl 1449.74111) Full Text: DOI arXiv
Hu, Rong-Chun; Ying, Zu-Guang; Zhu, Wei-Qiu A nonlinear stochastic optimal bounded control using stochastic maximum principle. (English) Zbl 1349.93356 J. Vib. Control 21, No. 11, 2165-2186 (2015). MSC: 93E03 93E20 90C10 PDFBibTeX XMLCite \textit{R.-C. Hu} et al., J. Vib. Control 21, No. 11, 2165--2186 (2015; Zbl 1349.93356) Full Text: DOI
Wang, Qiuxi Maximum principle for controlled fractional Fokker-Planck equations. (English) Zbl 1346.35221 Adv. Difference Equ. 2015, Paper No. 45, 13 p. (2015). MSC: 35R11 PDFBibTeX XMLCite \textit{Q. Wang}, Adv. Difference Equ. 2015, Paper No. 45, 13 p. (2015; Zbl 1346.35221) Full Text: DOI
Shao, Dianguo; Song, Daiqing; Gu, Jing Stochastic maximum principle of forward-backward stochastic pantograph systems with random jumps. (Chinese. English summary) Zbl 1349.60098 J. Jilin Univ., Sci. 53, No. 4, 655-657 (2015). MSC: 60H10 93E20 PDFBibTeX XMLCite \textit{D. Shao} et al., J. Jilin Univ., Sci. 53, No. 4, 655--657 (2015; Zbl 1349.60098) Full Text: DOI
Zhu, Wenli; Zhang, Zisha Verification theorem of stochastic optimal control with mixed delay and applications to finance. (English) Zbl 1338.93410 Asian J. Control 17, No. 4, 1285-1295 (2015). MSC: 93E20 49K45 91G80 PDFBibTeX XMLCite \textit{W. Zhu} and \textit{Z. Zhang}, Asian J. Control 17, No. 4, 1285--1295 (2015; Zbl 1338.93410) Full Text: DOI
Mardanov, Misir J. On history of development of optimal control theory in Azerbaijan. (English) Zbl 1338.49002 Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 41, No. 2, 3-21 (2015). MSC: 49-03 01A60 01A61 49K15 49J15 49K20 49J20 49M30 93E20 PDFBibTeX XMLCite \textit{M. J. Mardanov}, Proc. Inst. Math. Mech., Natl. Acad. Sci. Azerb. 41, No. 2, 3--21 (2015; Zbl 1338.49002)
Chen, Li; Huang, Jianhui Stochastic maximum principle for controlled backward delayed system via advanced stochastic differential equation. (English) Zbl 1339.93120 J. Optim. Theory Appl. 167, No. 3, 1112-1135 (2015). MSC: 93E20 49K45 60H10 PDFBibTeX XMLCite \textit{L. Chen} and \textit{J. Huang}, J. Optim. Theory Appl. 167, No. 3, 1112--1135 (2015; Zbl 1339.93120) Full Text: DOI arXiv
Agram, Nacira; Øksendal, Bernt Malliavin calculus and optimal control of stochastic Volterra equations. (English) Zbl 1335.60121 J. Optim. Theory Appl. 167, No. 3, 1070-1094 (2015). MSC: 60H20 60H07 49K45 93E20 PDFBibTeX XMLCite \textit{N. Agram} and \textit{B. Øksendal}, J. Optim. Theory Appl. 167, No. 3, 1070--1094 (2015; Zbl 1335.60121) Full Text: DOI arXiv
Hafayed, Mokhtar; Abbas, Syed; Abba, Abdelmadjid On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes. (English) Zbl 1341.49030 J. Optim. Theory Appl. 167, No. 3, 1051-1069 (2015). MSC: 49K45 60H10 93E20 60G51 60J65 49N10 49N35 93B52 PDFBibTeX XMLCite \textit{M. Hafayed} et al., J. Optim. Theory Appl. 167, No. 3, 1051--1069 (2015; Zbl 1341.49030) Full Text: DOI
Menoukeu Pamen, Olivier Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach. (English) Zbl 1381.49041 J. Optim. Theory Appl. 167, No. 3, 998-1031 (2015). Reviewer: Vivek S. Borkar (Mumbai) MSC: 49N70 91A15 91A23 93E20 60H10 60H30 91G80 60G30 PDFBibTeX XMLCite \textit{O. Menoukeu Pamen}, J. Optim. Theory Appl. 167, No. 3, 998--1031 (2015; Zbl 1381.49041) Full Text: DOI
Molchanov, Stanislav A.; Derfel, Gregory; Bogachev, Leonid V. Analysis of the archetypal functional equation in the non-critical case. (English) Zbl 1335.45007 Discrete Contin. Dyn. Syst. 2015, Suppl., 132-141 (2015). MSC: 45R05 45G05 60H20 60J05 60G42 PDFBibTeX XMLCite \textit{S. A. Molchanov} et al., Discrete Contin. Dyn. Syst. 2015, 132--141 (2015; Zbl 1335.45007) Full Text: DOI arXiv
Wang, Yan; Song, Aimin; Feng, Enmin A maximum principle via Malliavin calculus for combined stochastic control and impulse control of forward-backward systems. (English) Zbl 1333.93267 Asian J. Control 17, No. 5, 1798-1809 (2015). MSC: 93E20 49K45 60H10 PDFBibTeX XMLCite \textit{Y. Wang} et al., Asian J. Control 17, No. 5, 1798--1809 (2015; Zbl 1333.93267) Full Text: DOI
Kavallaris, Nikos I. Explosive solutions of a stochastic non-local reaction-diffusion equation arising in shear band formation. (English) Zbl 1333.60137 Math. Methods Appl. Sci. 38, No. 16, 3564-3574 (2015). MSC: 60H15 35B44 34B10 35B50 35B51 PDFBibTeX XMLCite \textit{N. I. Kavallaris}, Math. Methods Appl. Sci. 38, No. 16, 3564--3574 (2015; Zbl 1333.60137) Full Text: DOI Link
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
Orrieri, Carlo A stochastic maximum principle with dissipativity conditions. (English) Zbl 1332.93381 Discrete Contin. Dyn. Syst. 35, No. 11, 5499-5519 (2015). MSC: 93E20 60H10 49K45 PDFBibTeX XMLCite \textit{C. Orrieri}, Discrete Contin. Dyn. Syst. 35, No. 11, 5499--5519 (2015; Zbl 1332.93381) Full Text: DOI arXiv
Chighoub, Farid; Sohail, Ayesha; Alia, Ishak Near-optimality conditions in mean-field control models involving continuous and impulse controls. (English) Zbl 1330.93241 Nonlinear Stud. 22, No. 4, 719-738 (2015). MSC: 93E20 60H10 49K45 49J40 60H30 PDFBibTeX XMLCite \textit{F. Chighoub} et al., Nonlinear Stud. 22, No. 4, 719--738 (2015; Zbl 1330.93241) Full Text: Link
Zhang, Xixia; Sun, Qiliang A maximum principle approach to stochastic \(H_2/H_\infty\) control with random jumps. (English) Zbl 1340.91014 Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 348-358 (2015). MSC: 91A15 91A23 93B36 93E20 PDFBibTeX XMLCite \textit{X. Zhang} and \textit{Q. Sun}, Acta Math. Sci., Ser. B, Engl. Ed. 35, No. 2, 348--358 (2015; Zbl 1340.91014) Full Text: DOI
Draouil, Olfa; Øksendal, Bernt Erratum to: “A Donsker delta functional approach to optimal insider control and applications to finance”. (English) Zbl 1398.49020 Commun. Math. Stat. 3, No. 4, 535-540 (2015). MSC: 49K45 49J55 93E20 60H30 60H07 60H40 60H05 60H10 60J75 91G10 PDFBibTeX XMLCite \textit{O. Draouil} and \textit{B. Øksendal}, Commun. Math. Stat. 3, No. 4, 535--540 (2015; Zbl 1398.49020) Full Text: DOI
Chala, Adel Near-relaxed control problem of fully coupled forward-backward doubly system. (English) Zbl 1327.93408 Commun. Math. Stat. 3, No. 4, 459-476 (2015). MSC: 93E20 60H30 60H10 49K45 PDFBibTeX XMLCite \textit{A. Chala}, Commun. Math. Stat. 3, No. 4, 459--476 (2015; Zbl 1327.93408) Full Text: DOI
Wu, Shuang; Wang, Guangchen Optimal control problem of backward stochastic differential delay equation under partial information. (English) Zbl 1327.93422 Syst. Control Lett. 82, 71-78 (2015). MSC: 93E20 60H10 49K45 49N10 PDFBibTeX XMLCite \textit{S. Wu} and \textit{G. Wang}, Syst. Control Lett. 82, 71--78 (2015; Zbl 1327.93422) Full Text: DOI
Meng, Qingxin; Shen, Yang A revisit to stochastic near-optimal controls: the critical case. (English) Zbl 1327.93420 Syst. Control Lett. 82, 79-85 (2015). MSC: 93E20 49K45 49J52 PDFBibTeX XMLCite \textit{Q. Meng} and \textit{Y. Shen}, Syst. Control Lett. 82, 79--85 (2015; Zbl 1327.93420) Full Text: DOI
Chighoub, Farid Characterization of optimality for controlled Markovian jump diffusion processes. (English) Zbl 1327.93411 Nonlinear Stud. 22, No. 3, 525-541 (2015). MSC: 93E20 60H30 PDFBibTeX XMLCite \textit{F. Chighoub}, Nonlinear Stud. 22, No. 3, 525--541 (2015; Zbl 1327.93411) Full Text: Link
Wei, WenNing Maximum principle for optimal control of neutral stochastic functional differential systems. (English) Zbl 1327.93421 Sci. China, Math. 58, No. 6, 1265-1284 (2015). MSC: 93E20 60H20 PDFBibTeX XMLCite \textit{W. Wei}, Sci. China, Math. 58, No. 6, 1265--1284 (2015; Zbl 1327.93421) Full Text: DOI arXiv
Draouil, Olfa; Øksendal, Bernt A Donsker delta functional approach to optimal insider control and applications to finance. (English) Zbl 1341.49029 Commun. Math. Stat. 3, No. 3, 365-421 (2015); erratum ibid. 3, No. 4, 535-540 (2015). MSC: 49K45 49J55 93E20 60H30 60H07 60H40 60H05 60H10 60J75 91G10 91G80 93E10 PDFBibTeX XMLCite \textit{O. Draouil} and \textit{B. Øksendal}, Commun. Math. Stat. 3, No. 3, 365--421 (2015; Zbl 1341.49029) Full Text: DOI arXiv Link
Øksendal, Bernt; Sulem, Agnès Risk minimization in financial markets modeled by Itô-Lévy processes. (English) Zbl 1334.60122 Afr. Mat. 26, No. 5-6, 939-979 (2015). MSC: 60H30 60H10 60H20 60G51 60J75 93E20 49K45 49N90 49N70 91G80 91B30 91G10 91B70 91A15 91A23 PDFBibTeX XMLCite \textit{B. Øksendal} and \textit{A. Sulem}, Afr. Mat. 26, No. 5--6, 939--979 (2015; Zbl 1334.60122) Full Text: DOI arXiv
Staber, B.; Guilleminot, J. Approximate solutions of Lagrange multipliers for information-theoretic random field models. (English) Zbl 1323.74004 SIAM/ASA J. Uncertain. Quantif. 3, 599-621 (2015). MSC: 74A40 74B05 74Q15 74S60 65C05 65C20 PDFBibTeX XMLCite \textit{B. Staber} and \textit{J. Guilleminot}, SIAM/ASA J. Uncertain. Quantif. 3, 599--621 (2015; Zbl 1323.74004) Full Text: DOI
Chen, Hua; MacMinn, Richard; Sun, Tao Multi-population mortality models: a factor copula approach. (English) Zbl 1348.91131 Insur. Math. Econ. 63, 135-146 (2015). MSC: 91B30 62P05 62H20 62M20 PDFBibTeX XMLCite \textit{H. Chen} et al., Insur. Math. Econ. 63, 135--146 (2015; Zbl 1348.91131) Full Text: DOI
Bensoussan, Alain; Chen, Shaokuan; Sethi, Suresh P. The maximum principle for global solutions of stochastic Stackelberg differential games. (English) Zbl 1320.91042 SIAM J. Control Optim. 53, No. 4, 1956-1981 (2015). MSC: 91A65 91A15 91A23 60H30 65K10 90C46 93E20 PDFBibTeX XMLCite \textit{A. Bensoussan} et al., SIAM J. Control Optim. 53, No. 4, 1956--1981 (2015; Zbl 1320.91042) Full Text: DOI arXiv
Dodds, Stephen J. Feedback control. Linear, nonlinear and robust techniques and design with industrial applications. (English) Zbl 1336.93002 Advanced Textbooks in Control and Signal Processing. London: Springer (ISBN 978-1-4471-6674-0/pbk; 978-1-4471-6675-7/ebook). xxv, 1012 p. (2015). Reviewer: Tadeusz Kaczorek (Warszawa) MSC: 93-02 93B52 93C95 93E10 93E11 93B12 49K45 PDFBibTeX XMLCite \textit{S. J. Dodds}, Feedback control. Linear, nonlinear and robust techniques and design with industrial applications. London: Springer (2015; Zbl 1336.93002) Full Text: DOI
Adel, Chala Necessary condition for optimality of forward-backward doubly system. (English) Zbl 1328.49025 Afr. Mat. 26, No. 3-4, 575-584 (2015). MSC: 49K45 49K21 60H10 93E20 49J40 PDFBibTeX XMLCite \textit{C. Adel}, Afr. Mat. 26, No. 3--4, 575--584 (2015; Zbl 1328.49025) Full Text: DOI
Shi, Yufeng; Wang, Tianxiao; Yong, Jiongmin Optimal control problems of forward-backward stochastic Volterra integral equations. (English) Zbl 1337.49044 Math. Control Relat. Fields 5, No. 3, 613-649 (2015). MSC: 49K45 49K21 60H20 93E20 PDFBibTeX XMLCite \textit{Y. Shi} et al., Math. Control Relat. Fields 5, No. 3, 613--649 (2015; Zbl 1337.49044) 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
Bashirov, Agamirza E. Stochastic maximum principle in the Pontryagin’s form for wide band noise driven systems. (English) Zbl 1328.93279 Int. J. Control 88, No. 3, 461-468 (2015). MSC: 93E20 93C25 60H10 PDFBibTeX XMLCite \textit{A. E. Bashirov}, Int. J. Control 88, No. 3, 461--468 (2015; Zbl 1328.93279) Full Text: DOI
Hafayed, Mokhtar; Tabet, Moufida; Boukaf, Samira Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem. (English) Zbl 1317.93270 Commun. Math. Stat. 3, No. 2, 163-186 (2015). MSC: 93E20 60H10 49K45 60H30 PDFBibTeX XMLCite \textit{M. Hafayed} et al., Commun. Math. Stat. 3, No. 2, 163--186 (2015; Zbl 1317.93270) Full Text: DOI
Matoussi, Anis; Mezghani, Hanen; Mnif, Mohamed Robust utility maximization under convex portfolio constraints. (English) Zbl 1335.91066 Appl. Math. Optim. 71, No. 2, 313-351 (2015). MSC: 91G10 60H30 91G80 93E20 PDFBibTeX XMLCite \textit{A. Matoussi} et al., Appl. Math. Optim. 71, No. 2, 313--351 (2015; Zbl 1335.91066) Full Text: DOI arXiv
Li, Yusong; Zheng, Harry Weak necessary and sufficient stochastic maximum principle for Markovian regime-switching diffusion models. (English) Zbl 1309.93187 Appl. Math. Optim. 71, No. 1, 39-77 (2015). MSC: 93E20 49J52 PDFBibTeX XMLCite \textit{Y. Li} and \textit{H. Zheng}, Appl. Math. Optim. 71, No. 1, 39--77 (2015; Zbl 1309.93187) Full Text: DOI arXiv
Fontana, Claudio; Øksendal, Bernt; Sulem, Agnès Market viability and martingale measures under partial information. (English) Zbl 1338.60121 Methodol. Comput. Appl. Probab. 17, No. 1, 15-39 (2015). MSC: 60G44 60J60 60J75 60H10 60H30 60G57 60G51 91B70 91G80 93E20 94A17 PDFBibTeX XMLCite \textit{C. Fontana} et al., Methodol. Comput. Appl. Probab. 17, No. 1, 15--39 (2015; Zbl 1338.60121) Full Text: DOI arXiv
Shi, Jingtao Optimal control for stochastic differential delay equations with Poisson jumps and applications. (English) Zbl 1307.93465 Random Oper. Stoch. Equ. 23, No. 1, 39-52 (2015). MSC: 93E20 49K45 60H10 34K50 PDFBibTeX XMLCite \textit{J. Shi}, Random Oper. Stoch. Equ. 23, No. 1, 39--52 (2015; Zbl 1307.93465) Full Text: DOI
Chang, Dejian; Wu, Zhen Stochastic maximum principle for non-zero sum differential games of FBSDEs with impulse controls and its application to finance. (English) Zbl 1307.93448 J. Ind. Manag. Optim. 11, No. 1, 27-40 (2015). MSC: 93E20 91A23 91G80 PDFBibTeX XMLCite \textit{D. Chang} and \textit{Z. Wu}, J. Ind. Manag. Optim. 11, No. 1, 27--40 (2015; Zbl 1307.93448) Full Text: DOI
Meng, Qingxin; Shen, Yang Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. (English) Zbl 1312.49028 J. Comput. Appl. Math. 279, 13-30 (2015). MSC: 49K45 49J55 93E20 60H10 60J60 60J75 PDFBibTeX XMLCite \textit{Q. Meng} and \textit{Y. Shen}, J. Comput. Appl. Math. 279, 13--30 (2015; Zbl 1312.49028) Full Text: DOI
Konlack Socgnia, Virginie; Menoukeu-Pamen, Olivier An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients. (English) Zbl 1341.49031 J. Math. Anal. Appl. 422, No. 1, 684-711 (2015). MSC: 49K45 60H10 60J60 93E20 PDFBibTeX XMLCite \textit{V. Konlack Socgnia} and \textit{O. Menoukeu-Pamen}, J. Math. Anal. Appl. 422, No. 1, 684--711 (2015; Zbl 1341.49031) Full Text: DOI