Sufficient maximum principle for stochastic optimal control problems with general delays
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Cites work
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- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
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Cited in
(18)- Stochastic maximum principle for problems with delay with dependence on the past through general measures
- Maximum principle for stochastic optimal control problem with distributed delays
- Stochastic maximum principle of mean-field jump-diffusion systems with mixed delays
- A global maximum principle for stochastic optimal control problems with delay and applications
- Maximum principle for an optimal control problem associated to a stochastic variational inequality with delay
- Maximum principle for delayed stochastic mean-field control problem with state constraint
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
- Conjugate duality in stochastic controls with delay
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay
- Emission reduction of low-carbon supply chain based on uncertain differential game
- Linear-quadratic optimal control problems of state delay systems under full and partial information
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations
- Sufficient maximum principle for partially observed mean-field stochastic optimal control problems with delays
- A general maximum principle for optimal control of stochastic differential delay systems
- Maximum principle for partial information non-zero sum stochastic differential games with mixed delays
- General maximum principle for optimal control problems of stochastic systems with delay: an Ekeland's variational principle method
- Pareto optimality of stochastic cooperative differential game with general delays in finite horizon
- Optimal stochastic singular control for mixed delay differential game with Brownian noise and Teugels martingales
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