| 1 |
THE MAXIMUM PRINCIPLE FOR PROGRESSIVE OPTIMAL STOCHASTIC CONTROL PROBLEMS WITH RANDOM JUMPS
Song YZ, Tang SJ, Wu Z
SIAM Journal on Control and Optimization, 58(4), 2171, 2020 |
| 2 |
A GLOBAL STOCHASTIC MAXIMUM PRINCIPLE FOR FULLY COUPLED FORWARD-BACKWARD STOCHASTIC SYSTEMS
Hu MS, Ji SL, Xue XL
SIAM Journal on Control and Optimization, 56(6), 4309, 2018 |
| 3 |
Second-order Taylor expansion for backward doubly stochastic control system
Wang WF, Liu B
International Journal of Control, 86(5), 942, 2013 |
| 4 |
Optimality Conditions for Semilinear Hyperbolic Equations with Controls in Coefficients
Li B, Lou HW
Applied Mathematics and Optimization, 65(3), 371, 2012 |
| 5 |
Near-optimal control problems for linear forward-backward stochastic systems
Huang JH, Li X, Wang GC
Automatica, 46(2), 397, 2010 |
| 6 |
Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls
Huang JH, Li X, Wang GC
IEEE Transactions on Automatic Control, 55(6), 1438, 2010 |
| 7 |
OPTIMALITY VARIATIONAL PRINCIPLE FOR CONTROLLED FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS WITH MIXED INITIAL-TERMINAL CONDITIONS
Yong JM
SIAM Journal on Control and Optimization, 48(6), 4119, 2010 |
| 8 |
The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
Wang GC, Wu Z
IEEE Transactions on Automatic Control, 54(6), 1230, 2009 |
| 9 |
OPTIMALITY CONDITIONS FOR SEMILINEAR ELLIPTIC EQUATIONS WITH LEADING TERM CONTAINING CONTROLS
Lou HW, Yong JM
SIAM Journal on Control and Optimization, 48(4), 2366, 2009 |
