Optimal control of backward doubly stochastic system

DOI10.1049/IET-CTA.2018.6249zbMATH Open1432.93386OpenAlexW2944595841MaRDI QIDQ5221107FDOQ5221107

Authors: W. C. Wang 

Publication date: 24 March 2020

Published in: IET Control Theory \& Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1049/iet-cta.2018.6249

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Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimality conditions for problems involving randomness (49K45) Optimal stochastic control (93E20)

Cited In (13)

• Second-order Taylor expansion for backward doubly stochastic control system
• Second-order Taylor expansion for backward doubly stochastic control system
• Partially observed optimal controls of forward-backward doubly stochastic systems
• An optimal control of a risk-sensitive problem for backward doubly stochastic differential equations with applications
• Maximum principle for backward doubly stochastic control systems with applications
• Optimal control problems for linear backward doubly stochastic differential equations
• On optimal control problem for backward stochastic doubly systems
• Optimal control of mean-field backward doubly stochastic systems driven by Itô-Lévy processes
• Stochastic optimal control for backward stochastic partial differential systems
• Necessary conditions for backward doubly stochastic control system
• Mean-field anticipated BSDEs driven by time-changed Lévy noises
• Necessary condition for optimal control of doubly stochastic systems
• Optimality conditions of controlled backward doubly stochastic differential equations

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