| Publication | Date of Publication | Type |
|---|
Maximum principle for optimal control of fully coupled mean-field forward-backward stochastic differential equations with Teugels martingales under partial observation
Optimal Control Applications & Methods | 2025-08-01 | Paper |
A stochastic maximum principle for general mean-field system with constraints
Numerical Algebra, Control and Optimization | 2025-07-25 | Paper |
Lions's partial derivatives with respect to probability measures for general mean-field stochastic control problem
Journal of Mathematical Modeling | 2025-04-02 | Paper |
Stochastic intervention control of mean-field jump system with noisy observation via L-derivatives with application to finance
Boletim da Sociedade Paranaense de Matemática. Terceira Série | 2024-09-03 | Paper |
On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
Asian Journal of Control | 2024-08-06 | Paper |
On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
Mathematical Methods in the Applied Sciences | 2023-12-21 | Paper |
Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions
Communications in Mathematics and Statistics | 2023-10-31 | Paper |
Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
International Journal of Dynamical Systems and Differential Equations | 2022-12-13 | Paper |
Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps
International Journal of Control | 2022-12-08 | Paper |
Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations
Bulletin of the Iranian Mathematical Society | 2021-08-02 | Paper |
On optimal solutions of general continuous-singular stochastic control problem of McKean-Vlasov type
Mathematical Methods in the Applied Sciences | 2020-11-09 | Paper |
On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures
International Journal of Control | 2020-06-04 | Paper |
Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law
Optimal Control Applications & Methods | 2019-10-29 | Paper |
On optimal singular control problem for general Mckean‐Vlasov differential equations: Necessary and sufficient optimality conditions
Optimal Control Applications & Methods | 2018-09-06 | Paper |
Dynamical study of fractional model of allelopathic stimulatory phytoplankton species
Differential Equations and Dynamical Systems | 2017-01-18 | Paper |
Global Mittag-Leffler stability of complex valued fractional-order neural network with discrete and distributed delays
Rendiconti del Circolo Matematico di Palermo | 2016-12-15 | Paper |
On mean-field partial information maximum principle of optimal control for stochastic systems with Lévy processes
Journal of Optimization Theory and Applications | 2016-03-29 | Paper |
On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
International Journal of Control | 2016-03-14 | Paper |
Mean-field maximum principle for optimal control of forward-backward stochastic systems with jumps and its application to mean-variance portfolio problem
Communications in Mathematics and Statistics | 2015-07-20 | Paper |
A mean-field necessary and sufficient conditions for optimal singular stochastic control
Communications in Mathematics and Statistics | 2015-02-04 | Paper |
On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance.
Applications of Mathematics | 2014-10-29 | Paper |
Stepanov type weighted pseudo almost automorphic sequences and their applications to difference equations
Nonlinear Studies | 2014-10-17 | Paper |
On near-optimal mean-field stochastic singular controls: necessary and sufficient conditions for near-optimality
Journal of Optimization Theory and Applications | 2014-07-14 | Paper |
Stochastic near-optimal singular controls for jump diffusions: necessary and sufficient conditions
Journal of Dynamical and Control Systems | 2014-03-24 | Paper |
On necessary and sufficient conditions for near-optimal singular stochastic controls
Optimization Letters | 2013-06-28 | Paper |
| Generalized gradient in weak maximum principle with non-differentiable drift | 2013-01-28 | Paper |
On maximum principle of near-optimality for diffusions with jumps, with application to consumption-investment problem
Differential Equations and Dynamical Systems | 2012-11-30 | Paper |
| Filippov approach in stochastic maximum principle without differentiability assumptions | 2010-08-10 | Paper |
| Filippov approach in stochastic maximum principle without differentiability assumptions | 2010-08-10 | Paper |
