Stochastic maximum principle for delayed doubly stochastic control systems and their applications
DOI10.1080/00207179.2018.1508850zbMATH Open1443.93141OpenAlexW2886639223WikidataQ129420263 ScholiaQ129420263MaRDI QIDQ5113301FDOQ5113301
Publication date: 4 June 2020
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179.2018.1508850
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15) Optimal stochastic control (93E20)
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Cited In (7)
- Title not available (Why is that?)
- Forward-backward doubly stochastic differential equations with random jumps and related games
- Non-zero-sum differential games of delayed backward doubly stochastic systems and their application
- The delayed doubly stochastic linear quadratic optimal control problem
- Partially observed nonzero-sum differential game of BSDEs with delay and applications
- A global maximum principle for stochastic optimal control problems with delay and applications
- Mean-field type forward-backward doubly stochastic differential equations and related stochastic differential games
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