A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems
DOI10.1016/J.EJCON.2019.04.001zbMATH Open1425.93302OpenAlexW2937978951WikidataQ128027510 ScholiaQ128027510MaRDI QIDQ2335461FDOQ2335461
Authors: Tao Hao, Qingxin Meng 
Publication date: 14 November 2019
Published in: European Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejcon.2019.04.001
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Cited In (3)
- Singular optimal control problems with recursive utilities of mean-field type
- On pointwise second-order maximum principle for optimal stochastic controls of general mean-field type
- Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory
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