A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint-Reference-Cited by-同舟云学术

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A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint

Published:2023-10-17 Issue:3 Volume:199 Page:1050-1084
ISSN:0022-3239
Container-title:Journal of Optimization Theory and Applications
language:en
Short-container-title:J Optim Theory Appl

Author:

Huang Jianhui,Li Wenqiang^ORCID,Zhao Hanyu

Funder

RGC PolyU

National Natural Science Foundation of China

Doctoral Scientific Research Fund of Yantai University

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Link

https://link.springer.com/content/pdf/10.1007/s10957-023-02314-0.pdf

Reference49 articles.

1. Antonelli, F.: Backward–forward stochastic differential equations. Ann. Appl. Probab. 3(3), 777–793 (1993)

2. Bensoussan, A., Feng, X., Huang, J.: Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. Math. Control Relat. Fields 11(1), 23–46 (2021)

3. Bensoussan, A., Frehse, J., Yam, P.: Mean Field Games and Mean Field Type Control Theory. Springer, New York (2013)

4. Buckdahn, R., Li, J., Peng, S.: Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents. SIAM J. Control Optim. 52(1), 451–492 (2014)

5. Caines, P.E., Huang, M., Malhame, R.P.: Mean field games. In: Basar T., Zaccour, G. (Eds.) Handbook of Dynamic Game Theory, vol. 1, pp. 345–372. Springer, Berlin (2017)

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