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scientific article; zbMATH DE number 6914820

Language	Label	Description	Also known as
English	No label defined	scientific article; zbMATH DE number 6914820

Statements

scholarly article

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zbMATH Open document ID

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Durga Nagarajan

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Muthukumar Palanisamy

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publication date

8 August 2018

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

optimal stochastic control

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Poisson jump process

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stochastic maximum principle

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MaRDI profile type

MaRDI publication profile

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Introduction to stochastic control theory

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Stability analysis for neutral stochastic differential equation of second order driven by Poisson jumps

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Financial Modelling with Jump Processes

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Stochastic Equations in Infinite Dimensions

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\(L^ 2\)-regularity for parabolic partial integrodifferential equations with delay in the highest-order derivatives

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On the nonlinear modeling of shot noise

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Optimal control problems for semilinear retarded functional differential equations

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Approximate controllability for semilinear retarded functional-differential equations

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Stochastic Optimal Control Problems and Parabolic Equations in Banach Spaces

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Stochastic optimal control for backward stochastic partial differential systems

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Backward stochastic differential equations and applications to optimal control

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Almost automorphic solutions for fractional stochastic differential equations and its optimal control

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Existence of solutions and approximate controllability of impulsive fractional stochastic differential systems with infinite delay and Poisson jumps.

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Existence and uniqueness of solutions to stochastic functional differential equations in infinite dimensions

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Necessary conditions for optimal control of forward-backward stochastic systems with random jumps

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Optimal control for stochastic differential delay equations with Poisson jumps and applications

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Approximate controllability of retarded semilinear stochastic system with non local conditions

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\(L_2\)-\(L_\infty\) filtering for stochastic systems driven by Poisson processes and Wiener processes

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The solvability and optimal controls for fractional stochastic differential equations driven by Poisson jumps via resolvent operators

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Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise

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Synchronization of fractional-order chaotic systems with Gaussian fluctuation by sliding mode control

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Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions

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The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls

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Infinite horizon optimal control problem for stochastic evolution equations in Hilbert spaces

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Optimal control problem for stochastic evolution equations in Hilbert spaces

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Sitelinks

Mathematics(1 entry)

mardi Publication:4578239

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