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- 2022-07-22 Paper New approach to optimal control of stochastic Volterra integral equations 2022-07-08 Paper Mean-field stochastic control with elephant memory in...10 bytes (16 words) - 12:50, 7 October 2023
- Solvabilities for Stochastic Linear Quadratic Optimal Control Problems 2016-09-14 Paper Mean-field stochastic linear-quadratic optimal control with Markov jump...10 bytes (16 words) - 15:26, 10 December 2023
- 2023-05-08 Paper Singular control of stochastic Volterra integral equations 2022-07-22 Paper New approach to optimal control of stochastic Volterra integral equations...10 bytes (18 words) - 14:45, 7 December 2023
- 1993-10-14 Paper The digital optimal regulator and tracker for stochastic time-varying systems 1993-04-01 Paper Optimal control of the wafer temperatures...10 bytes (20 words) - 19:31, 8 December 2023
- Paper Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems 2019-03-28 Paper Deterministic Optimal Control of Ito Stochastic Systems...10 bytes (17 words) - 03:57, 9 December 2023
- Fractional Optimal Control 2017-09-08 Paper Nonlinear stochastic optimal control of viscoelastic systems 2017-04-05 Paper A nonlinear stochastic optimal bounded...10 bytes (17 words) - 13:42, 8 December 2023
- Risk-Sensitive Stochastic Optimal Control Problem and Applications to Finance 2012-12-13 Paper Forward-backward linear quadratic stochastic optimal control problem...10 bytes (17 words) - 22:59, 9 December 2023
- Uniqueness and Optimal Control 2016-10-16 Paper Partially Observed Optimal Control for Mean-Field SDEs 2016-10-08 Paper Optimal control for stochastic delay evolution...10 bytes (16 words) - 00:58, 11 December 2023
- Type The relaxed stochastic maximum principle in singular optimal control of jump diffusions 2024-01-16 Paper Existence of an optimal control for a coupled...10 bytes (16 words) - 16:11, 11 December 2023
- nonlinear stochastic optimal bounded control using stochastic maximum principle 2016-11-11 Paper Robustness of non-linear stochastic optimal control for quasi-Hamiltonian...10 bytes (17 words) - 13:42, 8 December 2023
- properties for stochastic linear-quadratic optimal control problems 2022-12-08 Paper Backward stochastic differential equations and backward stochastic Volterra...10 bytes (18 words) - 12:47, 8 December 2023
- Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints 2019-07-04 Paper Stochastic Optimal Control...10 bytes (16 words) - 14:30, 10 December 2023
- Strict Control Problems 2009-07-22 Paper The Relaxed Stochastic Maximum Principle in Singular Optimal Control of Diffusions 2008-04-03 Paper Stochastic maximum...10 bytes (16 words) - 22:24, 11 December 2023
- mean-field stochastic partial differential equation and optimal control 2019-07-11 Paper Stochastic maximum principle of near-optimal control of fully coupled...10 bytes (17 words) - 21:42, 11 December 2023
- Introduction to Optimal Control of FBSDE with Incomplete Information 2018-04-23 Paper An optimal control problem for mean-field forward-backward stochastic differential...10 bytes (16 words) - 08:28, 12 December 2023
- Paper Delayed Optimal Control of Stochastic LQ Problem 2017-11-02 Paper Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control 2017-05-16 Paper...10 bytes (17 words) - 15:26, 10 December 2023
- Paper Stochastic optimal control problem in advertising model with delay 2021-01-21 Paper Linear-quadratic optimal control for time-delay stochastic system...10 bytes (16 words) - 14:36, 10 December 2023
- 2015-03-27 Paper Stochastic maximum principle for optimal control of SPDEs 2014-03-24 Paper Stochastic maximum principle for optimal control of SPDEs 2012-10-16...10 bytes (17 words) - 23:46, 8 December 2023
- On a Class of Stochastic Optimal Control Problems Related to BSDEs with Quadratic Growth 2007-07-25 Paper Optimal control of a stochastic heat equation...10 bytes (17 words) - 02:36, 10 December 2023
- for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems 2023-11-13 Paper A sufficient condition for optimal control...10 bytes (18 words) - 14:02, 12 December 2023
