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

Download Full-text

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

Download Full-text

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

Download Full-text

The Maximum Principle for Optimal Control Problems with Time Delays

SIAM Journal on Control and Optimization ◽

10.1137/16m1085474 ◽

2017 ◽

Vol 55 (5) ◽

pp. 2905-2935 ◽

Author(s):

A. Boccia ◽

R. B. Vinter

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Time Delays ◽

Optimal Control Problems ◽

Control Problems ◽

The Maximum Principle

Download Full-text

Conditions for the absence of jumps of the solution to the adjoint system of the maximum principle for optimal control problems with state constraints

Proceedings of the Steklov Institute of Mathematics ◽

10.1134/s0081543816020036 ◽

2016 ◽

Vol 292 (S1) ◽

pp. 27-35 ◽

Author(s):

A. V. Arutyunov ◽

D. Yu. Karamzin ◽

F. L. Pereira

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

State Constraints ◽

Optimal Control Problems ◽

Adjoint System ◽

Control Problems ◽

The Maximum Principle

Download Full-text

The maximum principle in optimal control problems for an elliptic equation (in Russian)

Zeitschrift für Analysis und ihre Anwendungen ◽

10.4171/zaa/200 ◽

1986 ◽

Vol 5 (4) ◽

pp. 289-306 ◽

Author(s):

Uldis Raitums

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Elliptic Equation ◽

Optimal Control Problems ◽

Control Problems ◽

The Maximum Principle

Download Full-text

The Maximum Principle for Optimal Control Problems with Time Delays**This work was co-funded by the EPSRC grant Control For Energy and Sustainability, grant reference EP/G066477/1 and by the European Union under the 7th Framework Programme “FP7-PEOPLE-2010-ITN”, grant agreement number 264735-SADCO.

IFAC-PapersOnLine ◽

10.1016/j.ifacol.2016.10.290 ◽

2016 ◽

Vol 49 (18) ◽

pp. 951-955 ◽

Author(s):

A. Boccia ◽

R.B. Vinter

Keyword(s):

Optimal Control ◽

European Union ◽

Maximum Principle ◽

Time Delays ◽

Optimal Control Problems ◽

Control Problems ◽

Framework Programme ◽

The European Union ◽

The Maximum Principle

Download Full-text

Investigation of the Degeneracy Phenomenon of the Maximum Principle for Optimal Control Problems with State Constraints

SIAM Journal on Control and Optimization ◽

10.1137/s036301299426996x ◽

1997 ◽

Vol 35 (3) ◽

pp. 930-952 ◽

Author(s):

Aram V. Arutyunov ◽

Sergei M. Aseev

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

State Constraints ◽

Optimal Control Problems ◽

Control Problems ◽

The Maximum Principle

Download Full-text

LIPSCHITZ CONTINUITY OF THE MEASURE LAGRANGE MULTIPLIER FROM THE MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH STATE CONSTRAINTS OF EQUALITY AND INEQUALITY TYPE

Tambov University Reports Series Natural and Technical Sciences ◽

10.20310/1810-0198-2017-22-3-508-516 ◽

2017 ◽

Vol 22 (3) ◽

pp. 508-516

Author(s):

A.V. Gorbacheva ◽

◽

D.Yu. Karamzin ◽

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Lagrange Multiplier ◽

State Constraints ◽

Optimal Control Problems ◽

Lipschitz Continuity ◽

Control Problems ◽

The Maximum Principle ◽

Inequality Type

Download Full-text

The connection between the maximum principle and the value function for optimal control problems under state constraints

2004 43rd IEEE Conference on Decision and Control (CDC) (IEEE Cat. No.04CH37601) ◽

10.1109/cdc.2004.1428798 ◽

2004 ◽

Author(s):

A. Cernea ◽

H. Frankowska

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

State Constraints ◽

Value Function ◽

Optimal Control Problems ◽

Control Problems ◽

The Maximum Principle ◽

The Value Function

Download Full-text

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

Download Full-text