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- 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
- Date of Publication Type On optimal stochastic jumps in multi server queue with impatient customers via stochastic control 2022-11-02 Paper Filtering method...10 bytes (17 words) - 21:36, 9 December 2023
- integro-differential PDE-constrained optimal control problem 2016-08-08 Paper A priori error estimate of stochastic Galerkin method for optimal control problem governed by...10 bytes (17 words) - 15:13, 10 December 2023
- Programming Principle for Combined Optimal Stopping/Stochastic Control with ${\cal E}^{f}$-expectations 2016-09-06 Paper Optimal Control of Predictive Mean-Field...10 bytes (16 words) - 00:53, 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 (17 words) - 00:10, 12 December 2023
- 1998-03-05 Paper The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients 1995-11-27 Paper The stochastic maximum principle...10 bytes (16 words) - 05:12, 12 December 2023
- approaches to stochastic control and optimal stopping in continuous time 2014-03-24 Paper Harvesting in Stochastic Environments: Optimal Policies in a...10 bytes (18 words) - 08:12, 9 December 2023
- Singular Optimal Stochastic Controls I: Existence 1999-08-29 Paper Singular Optimal Stochastic Controls II: Dynamic programming 1999-08-29 Paper Optimal Control...10 bytes (19 words) - 00:53, 9 December 2023
- of BSDEs and Optimal control of two scale stochastic systems in infinite dimensional spaces 2018-03-15 Paper Linear-quadratic optimal control under non-Markovian...10 bytes (17 words) - 07:54, 9 December 2023
- Paper Stochastic time-optimal control for time-fractional Ginzburg–Landau equation with mixed fractional Brownian motion 2021-12-16 Paper Optimal control...10 bytes (16 words) - 19:25, 13 December 2023
- Paper On Stochastic Model Predictive Control with Bounded Control Inputs 2009-02-23 Paper Stochastic control up to a hitting time: optimality and rolling-horizon...10 bytes (16 words) - 21:47, 10 December 2023
- Variation Controls 2004-01-08 Paper Stationary stochastic control for Itô processes 2003-09-30 Paper Optimal singular control strategies for controlling a process...10 bytes (20 words) - 02:36, 10 December 2023
- Paper Stochastic bang-bang control 1974-01-01 Paper Optimal control of a class of hereditary systems with lagging control 1974-01-01 Paper Optimal control...10 bytes (18 words) - 19:43, 8 December 2023
- (SIPG) method for optimal control of convection diffusion equations with control constraints 2014-05-02 Paper Distributed optimal control of time-dependent...10 bytes (16 words) - 18:33, 11 December 2023
- problem 1991-01-01 Paper Optimal launch conditions: An optimal stochastic control problem 1991-01-01 Paper An optimal control problem for a system with...10 bytes (16 words) - 23:51, 8 December 2023
