| Publication | Date of Publication | Type |
|---|
Pontrayagin's stochastic maximum principle with sublinear expectation
Random Operators and Stochastic Equations | 2026-03-04 | Paper |
Pontryagin's approach to the risk-sensitive control problem for fractional backward stochastic differential equations
Gulf Journal of Mathematics | 2026-01-05 | Paper |
A risk-sensitive stochastic maximum principle for fully coupled forward-backward stochastic differential equations with applications
Asian Journal of Control | 2024-06-27 | Paper |
Stochastic controls of fractional Brownian motion
Random Operators and Stochastic Equations | 2024-03-04 | Paper |
\(G\)-stochastic maximum principle for risk-sensitive control problem and its applications
Probability, Uncertainty and Quantitative Risk | 2024-02-05 | Paper |
Stochastic maximum principle for optimal control problem under G-expectation utility
Random Operators and Stochastic Equations | 2022-06-03 | Paper |
On the singular risk-sensitive stochastic maximum principle
International Journal of Control | 2021-11-16 | Paper |
Malliavin calculus used to derive a stochastic maximum principle for system driven by fractional Brownian and standard Wiener motions with application
Random Operators and Stochastic Equations | 2021-03-31 | Paper |
On stochastic maximum principle for risk-sensitive of fully coupled forward-backward stochastic control of mean-field type with application
Evolution Equations and Control Theory | 2021-01-13 | Paper |
An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications
Random Operators and Stochastic Equations | 2020-04-07 | Paper |
A general maximum principle for mean-field forward-backward doubly stochastic differential equations with jumps processes
Random Operators and Stochastic Equations | 2019-05-21 | Paper |
| Risk-sensitive Necessary and Sufficient Optimality Conditions and Financial Applications: Fully Coupled Forward-Backward Stochastic Differential Equations with Jump diffusion | 2019-03-05 | Paper |
| Sufficient optimality condition for a risk-sensitive control problem for backward stochastic differential equations and an application | 2018-05-14 | Paper |
The general relaxed control problem of fully coupled forward-backward doubly system
S\(\vec{\text{e}}\)MA Journal | 2018-02-15 | Paper |
Pontryagin's risk-sensitive stochastic maximum principle for backward stochastic differential equations with application
Bulletin of the Brazilian Mathematical Society. New Series | 2017-12-08 | Paper |
| Necessary and sufficient condition for optimality of a backward non-Markovian system | 2017-04-25 | Paper |
Near-relaxed control problem of fully coupled forward-backward doubly system
Communications in Mathematics and Statistics | 2016-01-07 | Paper |
On optimal control problem for backward stochastic doubly systems
ISRN Applied Mathematics | 2014-11-11 | Paper |
The relaxed optimal control problem for mean-field SDEs systems and application
Automatica | 2014-10-20 | Paper |
Stochastic controls of relaxed-singular problems
Random Operators and Stochastic Equations | 2014-03-17 | Paper |
A new approach of optimal control problem for mean-field forward-backward systems
Journal of Applied Probability and Statistics | 2013-11-11 | Paper |
The relaxed optimal control problem of forward-backward stochastic doubly systems with Poisson jumps and its application to LQ problem
Random Operators and Stochastic Equations | 2013-06-06 | Paper |
A general optimality conditions for stochastic control problems of jump diffusions
Applied Mathematics and Optimization | 2012-07-10 | Paper |
| The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients | 2006-05-24 | Paper |
