A maximum principle for stochastic control systems

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(64)90070-8 ◽

1964 ◽

Vol 8 (2) ◽

pp. 287-302 ◽

Author(s):

Harold J. Kushner ◽

Fred C. Schweppe

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control

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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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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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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 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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Stochastic maximum principle for delayed doubly stochastic control systems and their applications

International Journal of Control ◽

10.1080/00207179.2018.1508850 ◽

2018 ◽

Vol 93 (6) ◽

pp. 1371-1380 ◽

Author(s):

Jie Xu

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Stochastic Maximum Principle ◽

Doubly Stochastic

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A Maximum Principle for Forward-Backward Stochastic Control Systems with Integral-Type Constraint

2020 Chinese Control And Decision Conference (CCDC) ◽

10.1109/ccdc49329.2020.9164716 ◽

2020 ◽

Author(s):

Hexiang Wan

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Integral Type ◽

Type Constraint

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Maximum Principle for Backward Doubly Stochastic Control Systems with Applications

SIAM Journal on Control and Optimization ◽

10.1137/080743561 ◽

2010 ◽

Vol 48 (7) ◽

pp. 4224-4241 ◽

Author(s):

Yuecai Han ◽

Shige Peng ◽

Zhen Wu

Keyword(s):

Maximum Principle ◽

Control Systems ◽

Stochastic Control ◽

Doubly Stochastic

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Mean-square Exponential Input-to-state Euler-Maruyama Method Applied to Stochastic Control Systems

ACTA AUTOMATICA SINICA ◽

10.3724/sp.j.1004.2010.00406 ◽

2010 ◽

Vol 36 (3) ◽

pp. 406-411 ◽

Author(s):

Qiao ZHU ◽

Guang-Da HU ◽

Li ZENG

Keyword(s):

Control Systems ◽

Stochastic Control ◽

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