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- 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
- Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay in the Control II:...10 bytes (16 words) - 10:10, 6 October 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
- 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
- 2001-06-14 Paper Diffusion Approximation and Optimal Stochastic Control 2001-05-02 Paper Optimal risk control and dividend distribution policies. Example...10 bytes (18 words) - 14:45, 7 December 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
- for optimal control of switched systems with input and state constraints 2017-11-16 Paper Optimal control of switching time in switched stochastic systems...10 bytes (16 words) - 03:37, 10 December 2023
- Horizon Control 2023-10-09 Paper Event-Triggered Control for Safety-Critical Systems With Unknown Dynamics 2023-10-02 Paper Optimal coverage control of stationary...10 bytes (19 words) - 13:55, 8 December 2023
- approach to optimal control of affine switched systems 2012-07-10 Paper An optimal impulsive control regulator for linear systems 2012-06-25 Paper Optimal controller...10 bytes (18 words) - 16:35, 8 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
- method for optimal control and filtering of multitime-scale linear singularly-perturbed stochastic systems 2014-03-19 Paper Sliding mode control of continuous-time...10 bytes (16 words) - 10:25, 9 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
