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- conditions for stochastic optimal control with jump diffusions 2023-10-31 Paper Necessary conditions for partially observed optimal control of general McKean–Vlasov...10 bytes (16 words) - 12:28, 7 October 2023
- Singular optimal controls of stochastic recursive systems and Hamilton-Jacobi-Bellman inequality 2019-03-14 Paper Near-optimal control of stochastic recursive...10 bytes (16 words) - 06:06, 25 September 2023
- Publication Type Stochastic optimal control problem for switching systems with constraints 2017-10-04 Paper Stochastic optimal control problem of constrained...10 bytes (16 words) - 02:35, 25 September 2023
- general optimality conditions for stochastic control problems of jump diffusions 2012-07-10 Paper The stochastic maximum principle in optimal control of singular...10 bytes (16 words) - 13:35, 7 October 2023
- Paper Mixed optimal control for discrete-time stochastic systems with random coefficients 2022-12-02 Paper Stabilization control for Itô stochastic system with...10 bytes (16 words) - 10:43, 6 October 2023
- discrete-time nonlinear stochastic optimal control problems 2013-03-13 Paper Filtering solution of nonlinear stochastic optimal control problem in discrete-time...10 bytes (18 words) - 01:00, 25 September 2023
- 2017-07-12 Paper Optimal dividend and risk control in diffusion models with linear costs 2015-03-03 Paper Optimal Harvesting in the Stochastic Logistic Growth...10 bytes (16 words) - 09:18, 7 October 2023
- 2016-11-04 Paper Non-linear stochastic optimal control of acceleration parametrically excited systems 2016-03-18 Paper Optimal bounded control for maximizing reliability...10 bytes (17 words) - 03:04, 7 October 2023
- decomposition in large-scale stochastic optimal control 2010-12-09 Paper Decomposition of large-scale stochastic optimal control problems 2010-11-24 Paper...10 bytes (16 words) - 22:35, 24 September 2023
- observation control problem 2019-01-25 Paper Backward SDEs for optimal control of partially observed path-dependent stochastic systems: A control randomization...10 bytes (16 words) - 10:05, 6 October 2023
- Paper Singular optimal control of stochastic Volterra integral equations 2019-09-18 Paper Optimal control of forward-backward stochastic Volterra equations...10 bytes (16 words) - 20:07, 24 September 2023
- Publication Type On an optimal control problem of the Leray-\( \alpha\) model 2023-09-15 Paper An efficient algorithm for stochastic optimal control problems by means...10 bytes (17 words) - 12:55, 7 October 2023
- Approximations for Stochastic Recursive Optimal Control Problems 2022-09-29 Paper Solving stochastic optimal control problem via stochastic maximum principle...10 bytes (16 words) - 10:58, 6 October 2023
- Type Optimal retention of the trajectories of a discrete-time stochastic system in a tube: one problem statement 2023-09-13 Paper Optimal control of a...10 bytes (18 words) - 16:15, 6 October 2023
- Progressive Optimal Stochastic Control Problems with Random Jumps 2020-07-30 Paper Mixed deterministic and random optimal control of linear stochastic systems...10 bytes (16 words) - 17:04, 24 September 2023
- data-driven learning in average-cost optimal stochastic control 2022-03-18 Paper Invariance Properties of Controlled Stochastic Nonlinear Systems Under Information...10 bytes (17 words) - 02:41, 25 September 2023
- 2019-05-10 Paper Optimal insider control of stochastic partial differential equations 2017-11-27 Paper Optimal insider control of stochastic Volterra equations...10 bytes (16 words) - 15:30, 6 October 2023
- principle for G-stochastic control systems with controlled jumps 2021-11-02 Paper On relaxed stochastic optimal control for stochastic differential equations...10 bytes (16 words) - 16:45, 28 December 2023
- Progressive Optimal Control of Partially Observed Forward-Backward Stochastic Systems with Random Jumps 2023-06-01 Paper Stackelberg stochastic differential...10 bytes (16 words) - 14:00, 24 September 2023
- 2021-11-02 Paper Optimal Control of the Stochastic Navier-Stokes Equations 2020-12-02 Paper Optimal distributed and tangential boundary control for the unsteady...10 bytes (16 words) - 16:49, 24 September 2023
