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- de/entity/Q4077861 1974-01-01 Paper Optimal control of stochastic systems with aftereffect 1973-01-01 Paper Some problems of optimal control in the presence of random...10 bytes (18 words) - 19:11, 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 (17 words) - 17:44, 11 December 2023
- the stochastic maximum principle and dynamic programming in singular stochastic control† 2012-11-09 Paper Near optimality conditions in stochastic control...10 bytes (16 words) - 01:15, 11 December 2023
- Variations for Stochastic Volterra Integral Equations 2024-01-02 Paper Optimal feedback controls of stochastic linear quadratic control problems in infinite...10 bytes (17 words) - 16:59, 11 December 2023
- Linear-Quadratic Optimal Control Problems 2024-02-20 Paper Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems 2023-09-05 Paper Stochastic Linear-Quadratic...10 bytes (16 words) - 13:44, 7 October 2023
- necessary conditions for stochastic optimal control with jump diffusions 2023-10-31 Paper Optimal continuous-singular control of stochastic McKean-Vlasov system...10 bytes (16 words) - 12:50, 7 October 2023
- Paper Backward Stochastic Differential Equations and Optimal Control of Marked Point Processes 2014-01-27 Paper Optimal Control for Stochastic Volterra Equations...10 bytes (16 words) - 06:00, 7 October 2023
- Paper An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints 2019-02-14 Paper The optimal control problem...10 bytes (16 words) - 11:27, 7 October 2023
- singular stochastic control problems for reflected diffusions 2019-05-08 Paper On the Optimal Management of Public Debt: a Singular Stochastic Control Problem...10 bytes (16 words) - 19:05, 6 October 2023
- properties for stochastic linear-quadratic optimal control problems 2022-12-08 Paper Backward stochastic differential equations and backward stochastic Volterra...10 bytes (16 words) - 13:44, 7 October 2023
- Systems with Optimal Performance 2018-03-26 Paper On Irregular Linear Quadratic Control: Stochastic Case 2017-12-23 Paper Optimal Control with Irregular Performance...10 bytes (16 words) - 13:57, 6 October 2023
- 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
- 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
- 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
- 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
- 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
