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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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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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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A Maximum Principle for Hybrid Optimal Control Problems with Pathwise State Constraints

Proceedings of the 45th IEEE Conference on Decision and Control ◽

10.1109/cdc.2006.377241 ◽

2006 ◽

Author(s):

P. E. Caines ◽

F. H. Clarke ◽

X. Liu ◽

R. B. Vinter

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

State Constraints ◽

Optimal Control Problems ◽

Control Problems ◽

Hybrid Optimal Control

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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

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Pontryagin Type Maximum Principle for budget-constrained infinite horizon optimal control problems with linear dynamics

Journal of Mathematical Analysis and Applications ◽

10.1016/j.jmaa.2017.08.002 ◽

2018 ◽

Vol 457 (2) ◽

pp. 1591-1612 ◽

Author(s):

Valeriya Lykina ◽

Sabine Pickenhain

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Infinite Horizon ◽

Control Problems ◽

Linear Dynamics

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A unified theory of maximum principle for continuous and discrete time optimal control problems

Mathematical Control and Related Fields ◽

10.3934/mcrf.2012.2.195 ◽

2012 ◽

Vol 2 (2) ◽

pp. 195-215 ◽

Author(s):

Zaidong Zhan ◽

Shuping Chen ◽

Wei Wei

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Discrete Time ◽

Optimal Control Problems ◽

Time Optimal Control ◽

Control Problems ◽

Unified Theory ◽

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