The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
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Cited in
(53)- Stochastic maximum principle for control systems with time-varying delay
- Maximum principle for delayed stochastic mean-field control problem with state constraint
- Maximum principle for stochastic recursive optimal control problem under model uncertainty
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- Anticipated BSDEs driven by a single jump process
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- Maximum principle for optimal control of neutral stochastic functional differential systems
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- The mean-field linear quadratic optimal control problem for stochastic systems controlled by impulses
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- Linear-quadratic delayed mean-field social optimization
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- Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
- A general maximum principle for optimal control of stochastic differential delay systems
- Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system
- Rational expectations: an approach of anticipated linear-quadratic social optima
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