A maximum principle for partially observed optimal control of forward-backward stochastic control systems

Science China Information Sciences ◽

10.1007/s11432-010-4094-6 ◽

2010 ◽

Vol 53 (11) ◽

pp. 2205-2214 ◽

Author(s):

Zhen Wu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Partially Observed

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A stochastic maximum principle for partially observed stochastic control systems with delay

Systems & Control Letters ◽

10.1016/j.sysconle.2020.104812 ◽

2020 ◽

Vol 146 ◽

pp. 104812

Author(s):

Shuaiqi Zhang ◽

Xun Li ◽

Jie Xiong

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Stochastic Maximum Principle ◽

Partially Observed

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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 ◽

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Approximate maximum principle for discrete approximations of optimal control systems with nonsmooth objectives and endpoint constraints

ESAIM Control Optimisation and Calculus of Variations ◽

10.1051/cocv/2012034 ◽

2013 ◽

Vol 19 (3) ◽

pp. 811-827 ◽

Author(s):

Boris S. Mordukhovich ◽

Ilya Shvartsman

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Control Systems ◽

Discrete Approximations ◽

Endpoint Constraints

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A maximum principle for fully coupled stochastic control systems of mean-field type

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2014.02.008 ◽

2014 ◽

Vol 415 (2) ◽

pp. 902-930 ◽

Author(s):

Ruijing Li ◽

Bin Liu

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

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A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2013.05.013 ◽

2013 ◽

Vol 407 (2) ◽

pp. 200-210 ◽

Author(s):

Shaolin Ji ◽

Qingmeng Wei

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

State Constraints ◽

Terminal State ◽

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The maximum principle for partially observed optimal control of forward-backward stochastic systems with random jumps

Journal of Systems Science and Complexity ◽

10.1007/s11424-011-9311-x ◽

2011 ◽

Vol 24 (6) ◽

pp. 1083-1099 ◽

Author(s):

Hua Xiao

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Systems ◽

The Maximum Principle ◽

Partially Observed ◽

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The Maximum Principle for Partially Observed Optimal Control of Stochastic Differential Equations

SIAM Journal on Control and Optimization ◽

10.1137/s0363012996313100 ◽

1998 ◽

Vol 36 (5) ◽

pp. 1596-1617 ◽

Author(s):

Shanjian Tang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Differential Equations ◽

Stochastic Differential Equations ◽

The Maximum Principle ◽

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 forward-backward doubly stochastic control systems and applications

ESAIM Control Optimisation and Calculus of Variations ◽

10.1051/cocv/2010042 ◽

2010 ◽

Vol 17 (4) ◽

pp. 1174-1197 ◽

Author(s):

Liangquan Zhang ◽

Yufeng Shi

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Doubly Stochastic

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Stochastic maximum principle for delayed backward doubly stochastic control systems

The Journal of Nonlinear Sciences and Applications ◽

10.22436/jnsa.010.01.21 ◽

2017 ◽

Vol 10 (1) ◽

pp. 215-226 ◽

Author(s):

Jie Xu

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Stochastic Maximum Principle ◽

Doubly Stochastic

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