All Stories

  1. Stochastic pointwise second-order maximum principle for optimal continuous-singular control using variational approach
  2. Pointwise Second-Order Necessary Conditions for Stochastic Optimal Control with Jump Diffusions
  3. On partially observed optimal singular control of McKean–Vlasov stochastic systems: Maximum principle approach
  4. Optimal continuous-singular control of stochastic McKean-Vlasov system in Wasserstein space of probability measures
  5. Necessary conditions for partially observed optimal control of general McKean–Vlasov stochastic differential equations with jumps
  6. Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes
  7. Stochastic Maximum Principle for Partially Observed Optimal Control Problems of General McKean–Vlasov Differential Equations
  8. On optimal solutions of general continuous‐singular stochastic control problem of McKean‐Vlasov type
  9. Maximum principle for optimal control of McKean-Vlasov FBSDEs with Lévy process via the differentiability with respect to probability law
  10. Approximate Controllability of Sub-Diffusion Equation with Impulsive Condition
  11. On optimal control of mean-field stochastic systems driven by Teugels martingales via derivative with respect to measures
  12. On optimal singular control problem for general Mckean-Vlasov differential equations: Necessary and sufficient optimality conditions
  13. On Peng's type maximum principle for optimal control of mean-field stochastic differential equations with jump processes
  14. A general characterization of the stochastic optimal combined control of mean field stochastic systems with application
  15. Variational principle for stochastic singular control of mean-field Lévy-forward-backward system driven by orthogonal Teugels martingales with application
  16. Partial information optimal control of mean-field forward–backward stochastic system driven by Teugels martingales with applications
  17. Global Mittag–Leffler stability of complex valued fractional-order neural network with discrete and distributed delays
  18. A McKean–Vlasov optimal mixed regular-singular control problem for nonlinear stochastic systems with Poisson jump processes
  19. On Zhou's maximum principle for near-optimal control of mean-field forward-backward stochastic systems with jumps and its applications
  20. On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
  21. On Mean-Field Partial Information Maximum Principle of Optimal Control for Stochastic Systems with Lévy Processes
  22. Mean-Field Maximum Principle for Optimal Control of Forward–Backward Stochastic Systems with Jumps and its Application to Mean-Variance Portfolio Problem
  23. A study on optimal control problem with $$\varepsilon ^{\lambda }-$$ ε ...
  24. Asymptotic almost automorphic solutions of impulsive neural network with almost automorphic coefficients
  25. Dynamical Study of Fractional Model of Allelopathic Stimulatory Phytoplankton Species
  26. On near-optimal necessary and sufficient conditions for forward-backward stochastic systems with jumps, with applications to finance
  27. Singular mean-field optimal control for forward-backward stochastic systems and applications to finance
  28. On mean-field stochastic maximum principle for near-optimal controls for Poisson jump diffusion with applications
  29. A Mean-Field Necessary and Sufficient Conditions for Optimal Singular Stochastic Control
  30. Stochastic Near-Optimal Singular Controls for Jump Diffusions: Necessary and Sufficient Conditions
  31. A mean-field maximum principle for optimal control of forward–backward stochastic differential equations with Poisson jump processes
  32. On Near-Optimal Mean-Field Stochastic Singular Controls: Necessary and Sufficient Conditions for Near-Optimality
  33. On necessary and sufficient conditions for near-optimal singular stochastic controls
  34. On Maximum Principle of Near-optimality for Diffusions with Jumps, with Application to Consumption-Investment Problem