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- Progressive Optimal Stochastic Control Problems with Random Jumps 2020-07-30 Paper Mixed deterministic and random optimal control of linear stochastic systems...10 bytes (13 words) - 16:04, 24 September 2023
- randomization for stochastic control problems 2006-07-10 Paper Small time path behavior of double stochastic integrals and applications to stochastic control 2006-07-10...10 bytes (14 words) - 23:53, 9 December 2023
- Errata: Stochastic Optimal Control with Delay in the Control I: Solving the HJB Equation through Partial Smoothing, and Stochastic Optimal Control with Delay...10 bytes (14 words) - 23:10, 11 December 2023
- Kolmogorov-type path-dependent equations 2019-07-19 Paper Strong-viscosity solutions: classical and path-dependent PDEs 2019-07-12 Paper Path dependent equations...10 bytes (14 words) - 21:27, 24 September 2023
- distribution and optimal control of a stochastic population model in a polluted environment 2023-03-24 Paper Near-optimal control of a stochastic partial differential...10 bytes (13 words) - 01:07, 10 December 2023
- SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach 2018-08-16 Paper Path-dependent equations...10 bytes (13 words) - 09:40, 6 October 2023
- Paper Optimal control problems for stochastic delay evolution equations in Banach spaces 2011-11-17 Paper Optimal control problem for stochastic evolution...10 bytes (13 words) - 22:43, 24 September 2023
- Approximations for Stochastic Recursive Optimal Control Problems 2022-09-29 Paper Solving stochastic optimal control problem via stochastic maximum principle...10 bytes (13 words) - 09:58, 6 October 2023
- 2018-09-18 Paper Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization approach 2018-08-16...10 bytes (15 words) - 19:29, 6 October 2023
- 2024-07-03 Paper Optimal control of connected automated vehicles with event/self-triggered control barrier functions 2024-04-24 Paper Safe control synthesis using...10 bytes (17 words) - 12:55, 8 December 2023
- Paper Infinite horizon average cost optimality criteria for mean-field control 2024-10-22 Paper Stochastic control/stopping problem with expectation constraints...10 bytes (15 words) - 04:49, 7 October 2023
- solutions to HJB equations associated with optimal control problem for McKean-Vlasov SDEs 2023-10-16 Paper Optimal control problem for reflected McKean-Vlasov...10 bytes (13 words) - 14:07, 10 December 2023
- nonlinear parabolic path dependent PDEs. I. 2016-05-12 Paper Pathwise Itô calculus for rough paths and rough PDEs with path dependent coefficients 2016-02-15...10 bytes (13 words) - 19:59, 9 December 2023
- Paper Stochastic control for mean-field stochastic partial differential equations with jumps 2018-05-24 Paper Optimal multi-dimensional stochastic harvesting...10 bytes (16 words) - 13:45, 7 December 2023
- nonlinear stochastic optimal control problems 2013-03-13 Paper A class of optimal state-delay control problems 2013-03-06 Paper Optimal control computation...10 bytes (15 words) - 16:05, 8 December 2023
- State Feedback and Path-Dependent Riccati Equations 2023-08-23 Paper Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations...10 bytes (15 words) - 11:47, 8 December 2023
- General Stochastic Maximum Principle for Optimal Control Problems 1990-01-01 Paper Maximum principle for semilinear stochastic evolution control systems...10 bytes (15 words) - 17:18, 8 December 2023
- Event-triggered optimal control for nonlinear stochastic systems via adaptive dynamic programming 2024-05-24 Paper Stability of stochastic delayed differential...10 bytes (13 words) - 07:25, 25 September 2023
- indefinite stochastic linear quadratic controls 2000-10-17 Paper Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights...10 bytes (14 words) - 05:22, 13 December 2023
- McKean-Vlasov optimal control: the dynamic programming principle 2022-04-22 Paper Duality and Approximation of Stochastic Optimal Control Problems under...10 bytes (13 words) - 15:25, 6 October 2023
