Necessary Conditions for Continuous Parameter Stochastic Optimization Problems

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Second-order necessary conditions for optimal control with recursive utilities
The stochastic maximum principle in optimal control of degenerate diffusions with non-smooth coefficients
Stochastic maximum principle in the mean-field controls
New approach to stochastic optimal control
Stochastic maximum principle for weighted mean-field system
Maximum principle for mean-field SDEs under model uncertainty
Stochastic maximum principle for distributed parameter systems
A risk-sensitive maximum principle
Stochastic optimal control problems with control and initial-final states constraints
An algorithm for solving a stochastic control problem
On the integral representation of functionals of ltd processest
A general optimality conditions for stochastic control problems of jump diffusions
Sufficient stochastic maximum principle for discounted control problem
Maximum principle for forward-backward doubly stochastic control systems and applications
A partial history of the early development of continuous-time nonlinear stochastic systems theory
Some results on pointwise second-order necessary conditions for stochastic optimal controls
Robust stochastic maximum principle for multi-model worst case optimization
A global maximum principle for optimal control of general mean-field forward-backward stochastic systems with jumps
Maximum principle of discrete stochastic control system driven by both fractional noise and white noise
A sufficient condition for near-optimal stochastic controls and its application to manufacturing systems
Sufficient and necessary conditions for stochastic near-optimal controls: a stochastic chemostat model with non-zero cost inhibiting
A general stochastic maximum principle for SDEs of mean-field type
Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance
Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching
A partially observed control problem for Markov chains
Impulse control of a diffusion with a change point
First and second order necessary conditions for stochastic optimal control problems
Stochastic maximum principle for nonlinear optimal control problem of switching systems
Optimal control of diffusions with hard terminal state restrictions
The optimal control of diffusions
Maximum principle for stochastic optimal control problem of forward-backward stochastic difference systems
Maximum principle for stochastic optimal control problem of finite state forward‐backward stochastic difference systems
A maximum principle for fully coupled forward-backward stochastic control systems with terminal state constraints
Stochastic convex programming: Kuhn-Tucker conditions
Adapted solutions of backward stochastic differential equations with non- Lipschitz coefficients
Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach
Backward stochastic differential equations coupled with value function and related optimal control problems
Lagrange approach to the optimal control of diffusions
On the stochastic maximum principle in optimal control of degenerate diffusions with Lipschitz coefficients
Solutions to BSDEs driven by both fractional Brownian motions and the underlying standard Brownian motions
Stabilization in probability and mean square of controlled stochastic dynamical system with state delay
Necessary conditions for optimality for a diffusion with a non-smooth drift
Optimality necessary conditions in singular stochastic control problems with nonsmooth data
Controlled mean-field backward stochastic differential equations with jumps involving the value function
Adapted solution of a backward semilinear stochastic evolution equation
On the convergence of the Sakawa-Shindo algorithm in stochastic control
First and second order necessary conditions for stochastic optimal controls
Problem of eigenvalues of stochastic Hamiltonian systems with boundary conditions.
A necessary condition of optimality for uncertain optimal control problem
Risk-sensitivity, large deviations and stochastic control
Sufficient stochastic maximum principle for the optimal control of jump diffusions and applications to finance
Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint
Optimality conditions for stochastic boundary control problems governed by semilinear parabolic equations
The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps
Fully coupled mean-field forward-backward stochastic differential equations and stochastic maximum principle
Infinite horizon forward-backward stochastic differential equations
Optimality conditions for partial information stochastic control problems driven by Lévy processes
Backward stochastic differential equations and applications to optimal control
The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem
Stochastic linear quadratic control problem of switching systems with constraints
Necessary conditions for optimal control of stochastic evolution equations in Hilbert spaces
Maximum principle for stochastic control in continuous time with hard end constraints
Stochastic maximum principle for mean-field forward-backward stochastic control system with terminal state constraints
Stochastic controls with terminal contingent conditions
A stochastic maximum principle for general controlled systems driven by fractional Brownian motions
The maximum principle for the nonlinear stochastic optimal control problem of switching systems
Backward doubly stochastic equations with jumps and comparison theorems
Exponential stabilization of stochastic interval system with time dependent parameters
Practical algorithm for stochastic optimal control problem about microbial fermentation in batch culture
An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients
Adapted solution of a backward stochastic differential equation
Lagrange lemma and the optimal control of diffusions. II: Nonlinear Lagrange functionals
Necessary and sufficient conditions of optimality for optimal control problem with initial and terminal costs
On existence and uniqueness of solutions to uncertain backward stochastic differential equations
The relaxed optimal control problem for mean-field SDEs systems and application
Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach
Optimal control of SDEs with expected path constraints and related constrained FBSDEs
On mean-field control problems for backward doubly stochastic systems
The maximum principle for partially observed optimal control problems of mean-field FBSDEs
A stochastic maximum principle for backward control systems with random default time
Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case
Second-Order Necessary Conditions for Stochastic Optimal Control Problems
Brief history of optimal control theory and some recent developments
Optimality conditions for parabolic stochastic optimal control problems with boundary controls
Robust output stabilization for a class of nonlinear uncertain stochastic systems under multiplicative and additive noises: the attractive ellipsoid method
From the Optimal Singular Stochastic Control to the Optimal Stopping for Regime-Switching Processes
Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model
Second-order Taylor expansion for backward doubly stochastic control system
Duality and sensitivity analysis of multistage linear stochastic programs
A time-changed stochastic control problem and its maximum principle maximum principle
Maximum principles of Markov regime-switching forward-backward stochastic differential equations with jumps and partial information
Parameter sensitivity in stochastic optimal control^∗
A stochastic maximum principle for mixed regular-singular control problems via Malliavin calculus
A Global Optimality Principle for Fully Coupled Mean-field Control Systems
Stochastic Maximum Principle for Subdiffusions and Its Applications
Maximum principle of stochastic controlled systems of functional type
A general maximum principle for discrete fractional stochastic control system of mean-field type
Singular optimal controls for stochastic recursive systems under convex control constraint
The maximum principle for optimal control of mean-field FBSDE driving by Teugels martingales with terminal state constraints
Stochastic maximum principle in the Pontryagin's form for wide band noise driven systems

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