Funder
National Natural Science Foundation of China
National Key Research and Development Program of China
Subject
Applied Mathematics,Analysis
Reference20 articles.
1. A maximum principle for SDEs of mean-field type;Andersson;Appl. Math. Optim.,2011
2. Optimal control problems with mixed control-state constraints;Arada;SIAM J. Control Optim.,2000
3. Stochastic maximum principle for SPDEs with noise and control on the boundary;Guatteri;Syst. Control Lett.,2011
4. Maximum principle for backward doubly stochastic control systems with applications;Han;SIAM J. Control Optim.,2010
5. A necessary condition for optimal control of forward-backward stochastic control system with Lévy process in nonconvex control domain case;Huang;Math. Probl. Eng.,2020