Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

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Stochastic singular optimal control problem of switching systems with constraints
Maximum principle of stochastic controlled systems of functional type
Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach
Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs
Optimal generation and trading in solar renewable energy certificate (SREC) markets
Second-order necessary conditions for optimal control with recursive utilities
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Second-order Taylor expansion for backward doubly stochastic control system
Stochastic linear quadratic control problem of switching systems with constraints
Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
Maximum principle for stochastic control in continuous time with hard end constraints
Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
On the integral representation of functionals of ltd processest
Spike Variations for Stochastic Volterra Integral Equations
Adapted solution of a backward stochastic differential equation
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
A general stochastic maximum principle for SDEs of mean-field type
The stochastic maximum principle for relaxed control problem with regime-switching
Lagrange approach to the optimal control of diffusions
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case
A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems
Duality and sensitivity analysis of multistage linear stochastic programs
Maximum principle for forward–backward SDEs with a general cost functional
Second-order Taylor expansion for backward doubly stochastic control system
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
Maximum principle for mean-field SDEs under model uncertainty
Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems
Singular optimal control problems with recursive utilities of mean-field type
Controlled mean-field backward stochastic differential equations with jumps involving the value function
On mean-field control problems for backward doubly stochastic systems
Some results on pointwise second-order necessary conditions for stochastic optimal controls
Stochastic maximum principle for distributed parameter systems
Necessary conditions for optimality for a diffusion with a non-smooth drift
Second order necessary conditions for optimal control problems of stochastic evolution equations
Stochastic maximum principle for forward-backward regime switching jump diffusion systems and applications to finance
Maximum principle for forward-backward doubly stochastic control systems and applications
Necessary and sufficient conditions for near‐optimal controls of a stochastic West Nile virus system with spatial diffusion
An algorithm for solving a stochastic control problem
Robust stochastic maximum principle for multi-model worst case optimization
First and second order necessary conditions for stochastic optimal control problems
The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints
Life insurance and pension contracts. II: The life cycle model with recursive utility
Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice
An efficient gradient projection method for stochastic optimal control problem with expected integral state constraint
Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle
Derivation and application of quantum Hamilton equations of motion
A time-changed stochastic control problem and its maximum principle maximum principle
A risk-sensitive maximum principle
Parameter sensitivity in stochastic optimal control^∗
The optimal control of diffusions
Stochastic controls with terminal contingent conditions
A general optimality conditions for stochastic control problems of jump diffusions
Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
Backward doubly stochastic equations with jumps and comparison theorems
Optimality conditions for partial information stochastic control problems driven by Lévy processes
Maximum principle of optimal stochastic control with terminal state constraint and its application in finance
An efficient gradient projection method for stochastic optimal control problems
Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals
Impulse control of a diffusion with a change point
Maximum principle for optimal control of mean-field backward doubly SDEs with delay
Risk-sensitivity, large deviations and stochastic control
A necessary condition for optimality in a problem of stochastic control with discretized observations
A general maximum principle for discrete fractional stochastic control system of mean-field type
Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
Pontryagin's maximum principle for optimal control of stochastic SEIR models
Stochastic maximum principle in the mean-field controls
A stochastic maximum principle for partially observed general mean-field control problems with only weak solution
Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting
Brief history of optimal control theory and some recent developments
Stochastic maximum principle for weighted mean-field system
A necessary condition of optimality for uncertain optimal control problem
The stochastic maximum principle for optimal control problem of jump-diffusion systems with fractional Brownian motion
Stochastic convex programming: Kuhn-Tucker conditions
An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
On existence and uniqueness of solutions to uncertain backward stochastic differential equations
The relaxed optimal control problem for mean-field SDEs systems and application
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
Sufficient stochastic maximum principle for discounted control problem
Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs
On the convergence of the Sakawa-Shindo algorithm in stochastic control
Backward stochastic differential equations coupled with value function and related optimal control problems
Stochastic optimal control problems with control and initial-final states constraints
Stochastic maximum principle for nonlinear optimal control problem of switching systems
Infinite horizon forward-backward stochastic differential equations
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
The maximum principle for the nonlinear stochastic optimal control problem of switching systems
Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
Robust optimal control for minimax stochastic linear quadratic problem
A sufficient condition for near-optimal stochastic controls and its application to manufacturing systems
Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems
Optimality necessary conditions in singular stochastic control problems with nonsmooth data
Stochastic maximum principle for square-integrable optimal control of linear stochastic systems
Second-Order Necessary Conditions for Stochastic Optimal Control Problems
A stochastic maximum principle for backward control systems with random default time
Stochastic Maximum Principle for Subdiffusions and Its Applications

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