Search Results

• Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Pantograph Systems with Regime Switching

  Dianguo Shao

  2021-05-14

  32474 2585 Pages:217-228

• Forward-Backward Stochastic Differential Equations and Backward Linear Quadratic Stochastic Optimal Control Problem

  Detao Zhang

  2021-05-28

  33354 2781 Pages:402-410

• Meshfree Approximation for Stochastic Optimal Control Problems

  Sun Hui, Feng Bao

  2021-06-25

  42842 3297 Pages:387-420

• Meshfree Finite Volume Element Method for Constrained Optimal Control Problem Governed by Random Convection Diffusion Equations

  Liang Ge, Wanfang Shen, Wenbin Liu

  2022-12-02

  45523 3280 Pages:229-246

• Necessary Maximum Principle of Stochastic Optimal Control with Delay and Jump Diffusion

  Xing Lei, Pengfei Zhao

  2021-05-17

  32873 2698 Pages:245-256