A general maximum principle for optimal control of stochastic differential delay systems
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Cites work
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Cited in
(6)- Stochastic maximum principle for control systems with time-varying delay
- Maximum principle for partial information non-zero sum stochastic differential games with mixed delays
- Stochastic maximum principle for equations with delay: going to infinite dimensions to solve the nonconvex case
- Global maximum principle for optimal control of stochastic Volterra equations with singular kernels: an infinite dimensional approach
- Anticipated backward stochastic differential equations with quadratic growth: multidimensional results
- Optimal control method for uncertain fractional switched systems and application to glucose-insulin regulatory
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