Optimal Control for Stochastic Delay Systems Under Model Uncertainty: A Stochastic Differential Game Approach

Journal of Optimization Theory and Applications ◽

10.1007/s10957-013-0484-4 ◽

2013 ◽

Vol 167 (3) ◽

pp. 998-1031 ◽

Author(s):

Olivier Menoukeu Pamen

Keyword(s):

Optimal Control ◽

Differential Game ◽

Model Uncertainty ◽

Delay Systems ◽

Stochastic Differential Game ◽

Stochastic Delay

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Infinite horizon optimal control for mean‐field stochastic delay systems driven by Teugels martingales under partial information

Optimal Control Applications and Methods ◽

10.1002/oca.2602 ◽

2020 ◽

Vol 41 (5) ◽

pp. 1371-1397

Author(s):

Bixuan Yang ◽

Jinbiao Wu

Keyword(s):

Optimal Control ◽

Partial Information ◽

Infinite Horizon ◽

Delay Systems ◽

Stochastic Delay ◽

Teugels Martingales

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Optimal Control for a Zero-Sum Stochastic Differential Game with Noisy Memory Under G-Expectation

2018 37th Chinese Control Conference (CCC) ◽

10.23919/chicc.2018.8483763 ◽

2018 ◽

Author(s):

Jinbiao Wu ◽

Hongchao Qian

Keyword(s):

Optimal Control ◽

Differential Game ◽

Stochastic Differential Game ◽

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Maximum principle for partially-observed optimal control problems of stochastic delay systems

Journal of Systems Science and Complexity ◽

10.1007/s11424-016-5078-4 ◽

2016 ◽

Vol 30 (2) ◽

pp. 316-328 ◽

Author(s):

Shuang Wu ◽

Lan Shu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Delay Systems ◽

Control Problems ◽

Stochastic Delay ◽

Partially Observed

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Optimal Control of Stochastic Delay Systems

Introduction to the Theory and Applications of Functional Differential Equations ◽

10.1007/978-94-017-1965-0_15 ◽

1999 ◽

pp. 557-572

Author(s):

V. Kolmanovskii ◽

A. Myshkis

Keyword(s):

Optimal Control ◽

Delay Systems ◽

Stochastic Delay

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Optimal control of stochastic delay systems

Applied Theory of Functional Differential Equations ◽

10.1007/978-94-015-8084-7_7 ◽

1992 ◽

pp. 173-182

Author(s):

V. Kolmanovskii ◽

A. Myshkis

Keyword(s):

Optimal Control ◽

Delay Systems ◽

Stochastic Delay

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Optimal Control and Zero-Sum Stochastic Differential Game Problems of Mean-Field Type

Applied Mathematics & Optimization ◽

10.1007/s00245-018-9525-6 ◽

2018 ◽

Vol 81 (3) ◽

pp. 933-960 ◽

Author(s):

Boualem Djehiche ◽

Said Hamadène

Keyword(s):

Optimal Control ◽

Differential Game ◽

Stochastic Differential Game ◽

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Optimal control for transboundary pollution under ecological compensation: A stochastic differential game approach

Journal of Cleaner Production ◽

10.1016/j.jclepro.2019.118391 ◽

2019 ◽

Vol 241 ◽

pp. 118391 ◽

Author(s):

Ke Jiang ◽

Ryan Merrill ◽

Daming You ◽

Pan Pan ◽

Zhendong Li

Keyword(s):

Optimal Control ◽

Differential Game ◽

Transboundary Pollution ◽

Stochastic Differential Game ◽

Ecological Compensation

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On Application of Descriptor-Variable Theory to the Investigation of Optimal Control Problems of Linear Time-Delay Systems

10.23919/acc.1989.4790544 ◽

1989 ◽

Author(s):

E. Y Ibrahim ◽

V. Lovass-Nagy ◽

R. Mukundan ◽

D.L. Powers ◽

R.J. Schilling

Keyword(s):

Optimal Control ◽

Optimal Control Problems ◽

Linear Time ◽

Delay Systems ◽

Control Problems ◽

Time Delay Systems ◽

Variable Theory

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On a stochastic differential game and its relationship with mixed H2/H∞ control

1992 American Control Conference ◽

10.23919/acc.1992.4792329 ◽

1992 ◽

Author(s):

Ramine Nikoukhah ◽

Francois Delebecque

Keyword(s):

Differential Game ◽

Stochastic Differential Game

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Stackelberg stochastic differential game with asymmetric noisy observations

International Journal of Control ◽

10.1080/00207179.2021.1916078 ◽

2021 ◽

pp. 1-21

Author(s):

Yueyang Zheng ◽

Jingtao Shi

Keyword(s):

Differential Game ◽

Stochastic Differential Game

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