| 1 |
A Framework for the Dynamic Programming Principle and Martingale-Generated Control Correspondences
Fayvisovich R, Zitkovic G
Applied Mathematics and Optimization, 83(3), 1311, 2021 |
| 2 |
Stochastic recursive optimal control problem of reflected stochastic differential systems
Feng XW
International Journal of Control, 93(9), 2187, 2020 |
| 3 |
BACKWARD STOCHASTIC RICCATI EQUATION WITH JUMPS ASSOCIATED WITH STOCHASTIC LINEAR QUADRATIC OPTIMAL CONTROL WITH JUMPS AND RANDOM COEFFICIENTS
Zhang F, Dong YC, Meng QX
SIAM Journal on Control and Optimization, 58(1), 393, 2020 |
| 4 |
DYNAMIC PROGRAMMING PRINCIPLE AND HAMILTON-JACOBI-BELLMAN EQUATIONS FOR FRACTIONAL-ORDER SYSTEMS
Gomoyunov MI
SIAM Journal on Control and Optimization, 58(6), 3185, 2020 |
| 5 |
A Verification Theorem for Optimal Stopping Problems with Expectation Constraints
Ankirchner S, Klein M, Kruse T
Applied Mathematics and Optimization, 79(1), 145, 2019 |
| 6 |
THE EXISTENCE AND UNIQUENESS OF VISCOSITY SOLUTION TO A KIND OF HAMILTON-JACOBI-BELLMAN EQUATION
Hu MS, Ji SL, Xue XL
SIAM Journal on Control and Optimization, 57(6), 3911, 2019 |
| 7 |
OPTIMAL INVENTORY CONTROL WITH JUMP DIFFUSION AND NONLINEAR DYNAMICS IN THE DEMAND
Liu JZ, Yiu KFC, Bensoussan A
SIAM Journal on Control and Optimization, 56(1), 53, 2018 |
| 8 |
Linear-quadratic optimal sampled-data control problems: Convergence result and Riccati theory
Bourdin L, Trelat E
Automatica, 79, 273, 2017 |
| 9 |
DYNAMIC PROGRAMMING FOR OPTIMAL CONTROL OF STOCHASTIC MCKEAN-VLASOV DYNAMICS
Pham H, Wei XL
SIAM Journal on Control and Optimization, 55(2), 1069, 2017 |
| 10 |
CONNECTION BETWEEN MP AND DPP FOR STOCHASTIC RECURSIVE OPTIMAL CONTROL PROBLEMS: VISCOSITY SOLUTION FRAMEWORK IN THE GENERAL CASE
Nie TY, Shi JT, Wu Z
SIAM Journal on Control and Optimization, 55(5), 3258, 2017 |
