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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A new maximum principle for partially observed optimal control problems

Proceedings of the 37th IEEE Conference on Decision and Control (Cat. No.98CH36171) ◽

10.1109/cdc.1998.758696 ◽

2002 ◽

Author(s):

Shanjian Tang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Control Problems ◽

Partially Observed

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Maximum principle for partially observed risk-sensitive optimal control problems of mean-field type

European Journal of Control ◽

10.1016/j.ejcon.2016.05.002 ◽

2016 ◽

Vol 32 ◽

pp. 16-23 ◽

Author(s):

Heping Ma ◽

Bin Liu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Control Problems ◽

Risk Sensitive ◽

Partially Observed

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The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls

10.1016/j.automatica.2012.06.082 ◽

2012 ◽

Vol 48 (10) ◽

pp. 2420-2432 ◽

Author(s):

Zhiyong Yu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Stochastic Maximum Principle ◽

Delay Systems ◽

Control Problems ◽

Impulse Controls

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Maximum Principle for Partially Observed Optimal Control Problems of Stochastic Systems with Discrete and Distributed Delays

2020 39th Chinese Control Conference (CCC) ◽

10.23919/ccc50068.2020.9188787 ◽

2020 ◽

Author(s):

Qixia Zhang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Systems ◽

Optimal Control Problems ◽

Distributed Delays ◽

Control Problems ◽

Partially Observed

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The maximum principle for partially observed optimal control problems of mean-field FBSDEs

International Journal of Control ◽

10.1080/00207179.2018.1441555 ◽

2018 ◽

Vol 92 (10) ◽

pp. 2463-2472

Author(s):

Ruijing Li ◽

Fengyun Fu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Control Problems ◽

The Maximum Principle ◽

Partially Observed

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Stochastic maximum principle for partially observed risk‐sensitive optimal control problems of mean‐field forward‐backward stochastic differential equations

Optimal Control Applications and Methods ◽

10.1002/oca.2833 ◽

2021 ◽

Author(s):

Heping Ma ◽

Weifeng Wang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Differential Equations ◽

Stochastic Differential Equations ◽

Optimal Control Problems ◽

Backward Stochastic Differential Equations ◽

Control Problems ◽

Risk Sensitive ◽

Partially Observed

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Stochastic Maximum Principle for Partially Observed Optimal Control Problems of General McKean–Vlasov Differential Equations

Bulletin of the Iranian Mathematical Society ◽

10.1007/s41980-020-00426-1 ◽

2020 ◽

Author(s):

Imad Eddine Lakhdari ◽

Hakima Miloudi ◽

Mokhtar Hafayed

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Differential Equations ◽

Optimal Control Problems ◽

Stochastic Maximum Principle ◽

Control Problems ◽

Partially Observed

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Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls

Journal of Systems Science and Complexity ◽

10.1007/s11424-016-5039-y ◽

2016 ◽

Vol 30 (2) ◽

pp. 280-306 ◽

Author(s):

Shujun Wang ◽

Zhen Wu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Stochastic Maximum Principle ◽

Delay Systems ◽

Control Problems ◽

Impulse Controls

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The stochastic maximum principle for jump-diffusion optimal control problems of delay systems involving continuous and impulse controls and its applications to finance

2019 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc.2019.8832431 ◽

2019 ◽

Author(s):

Cailing Li

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Jump Diffusion ◽

Stochastic Maximum Principle ◽

Delay Systems ◽

Control Problems ◽

Impulse Controls

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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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