An existence theorem for optimal control systems with state variable inC, and stochastic control problems

Journal of Optimization Theory and Applications ◽

10.1007/bf00928670 ◽

1970 ◽

Vol 5 (5) ◽

pp. 335-346 ◽

Author(s):

Richard F. Baum

Keyword(s):

Optimal Control ◽

Existence Theorem ◽

Control Systems ◽

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems ◽

Download Full-text

Examples of optimal control for nonlinear stochastic control problems with partial information

Proceedings of 1995 34th IEEE Conference on Decision and Control ◽

10.1109/cdc.1995.480527 ◽

2002 ◽

Author(s):

C.D. Charalambous ◽

R.J. Elliott

Keyword(s):

Optimal Control ◽

Stochastic Control ◽

Partial Information ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

Decoupling Non-Sequential Stochastic Control Problems

1991 American Control Conference ◽

10.23919/acc.1991.4791883 ◽

1991 ◽

Author(s):

Mark S. Andersland

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

Download Full-text

A Mean-Field Optimal Control for Fully Coupled Forward-Backward Stochastic Control Systems with Lévy Processes

Journal of Systems Science and Complexity ◽

10.1007/s11424-021-0077-5 ◽

2021 ◽

Author(s):

Zhen Huang ◽

Ying Wang ◽

Xiangrong Wang

Keyword(s):

Optimal Control ◽

Control Systems ◽

Stochastic Control ◽

Lévy Processes ◽

Levy Processes ◽

Download Full-text

On the maximum principle for stochastic control problems

Probability Theory and Applications ◽

10.1515/9783112314227-105 ◽

1987 ◽

pp. 777-782

Keyword(s):

Maximum Principle ◽

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems ◽

The Maximum Principle

Download Full-text

The Relation Between Generalized and Singular Stochastic Control Problems 1

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)35329-6 ◽

2001 ◽

Vol 34 (6) ◽

pp. 1095-1099

Author(s):

Dufour Francois ◽

Miller Boris

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

Download Full-text

Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

SIAM Journal on Control and Optimization ◽

10.1137/140956051 ◽

2015 ◽

Vol 53 (6) ◽

pp. 3673-3689 ◽

Author(s):

Kai Du

Keyword(s):

Stochastic Control ◽

Riccati Equations ◽

Optimal Stochastic Control ◽

Control Problems ◽

Linear Quadratic ◽

Solvability Conditions ◽

Stochastic Control Problems

Download Full-text

A Numerical Method for Solving Singular Stochastic Control Problems

Operations Research ◽

10.1287/opre.1030.0107 ◽

2004 ◽

Vol 52 (4) ◽

pp. 563-582 ◽

Author(s):

Sunil Kumar ◽

Kumar Muthuraman

Keyword(s):

Numerical Method ◽

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

Download Full-text

Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions

Optimal Control Applications and Methods ◽

10.1002/oca.2727 ◽

2021 ◽

Author(s):

Shujun Wang ◽

Hua Xiao

Keyword(s):

Nash Equilibrium ◽

Stochastic Control ◽

Large Population ◽

Control Problems ◽

Equilibrium Solutions ◽

Stochastic Control Problems ◽

Mass Behavior ◽

Nash Equilibrium Solutions

Download Full-text

On the Principle of Smooth Fit for a Class of Singular Stochastic Control Problems for Diffusions

SIAM Journal on Control and Optimization ◽

10.1137/0330053 ◽

1992 ◽

Vol 30 (4) ◽

pp. 975-999 ◽

Author(s):

Jin Ma

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

Download Full-text

A Pair of Explicitly Solvable Singular Stochastic Control Problems

Applied Mathematics & Optimization ◽

10.1007/s002459900094 ◽

1998 ◽

Vol 38 (3) ◽

pp. 327-352 ◽

Author(s):

M. H. A. Davis

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

Download Full-text