Stochastic maximum principle for optimal control problems involving delayed systems

被引：0

作者：

Feng Zhang

机构：

[1] Shandong University of Finance and Economics,School of Mathematics and Quantitative Economics

来源：

Science China Information Sciences | 2021年 / 64卷

关键词：

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[21] Maximum Principle for Partially Observed Optimal Control Problems of Stochastic Systems with Discrete and Distributed Delays
Zhang, Qixia
PROCEEDINGS OF THE 39TH CHINESE CONTROL CONFERENCE, 2020, : 1355 - 1361
[22] A global maximum principle for stochastic optimal control problems with delay and applications
Meng, Weijun
Shi, Jingtao
SYSTEMS & CONTROL LETTERS, 2021, 150
[23] THE MAXIMUM PRINCIPLE FOR PROGRESSIVE OPTIMAL STOCHASTIC CONTROL PROBLEMS WITH RANDOM JUMPS
Song, Yuanzhuo
Tang, Shanjian
Wu, Zhen
SIAM JOURNAL ON CONTROL AND OPTIMIZATION, 2020, 58 (04) : 2171 - 2187
[24] Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays
Feng Zhang
Journal of Optimization Theory and Applications, 2022, 192 : 678 - 701
[25] Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays
Zhang, Feng
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS, 2022, 192 (02) : 678 - 701
[26] A MAXIMUM PRINCIPLE FOR OPTIMAL CONTROL PROBLEMS WITH FUNCTIONAL DIFFERENTIAL SYSTEMS
BANKS, HT
BULLETIN OF THE AMERICAN MATHEMATICAL SOCIETY, 1969, 75 (01) : 158 - &
[27] Weak maximum principle for optimal control problems of nonsmooth systems
Istanbul University, Faculty of Science, 34134, Vezneciler, Istanbul, Turkey
Appl. Math. Comput., 3 (805-808):
[28] Weak maximum principle for optimal control problems of nonsmooth systems
Ilter, Serkan
APPLIED MATHEMATICS AND COMPUTATION, 2011, 218 (03) : 805 - 808
[29] Maximum Principle for Optimal Control Problems of Backward Regime-Switching Systems Involving Impulse Controls
Wang Shujun
Wu Zhen
2014 33RD CHINESE CONTROL CONFERENCE (CCC), 2014, : 9027 - 9032
[30] A Maximum Principle for Optimal Control Problems Involving Sweeping Processes with a Nonsmooth Set
Maria do Rosário de Pinho
Maria Margarida A. Ferreira
Georgi Smirnov
Journal of Optimization Theory and Applications, 2023, 199 (1) : 273 - 297

← 1 2 3 4 5 →