Cover Image

Maximum principle for recursive optimal control problem of stochastic delay evolution equations

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Liu, Guomin, Song, Jian, Wang, Meng
Format:	Preprint
Published:	2023
Subjects:	Optimization and Control Probability
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Maximum principle for optimal control of stochastic evolution equations with recursive utilities
by: Liu, Guomin, et al.
Published: (2021)

Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations
by: Hu, Ying, et al.
Published: (2025)

Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimensions
by: Liu, Guomin, et al.
Published: (2025)

Stochastic Maximum Principle for optimal advertising models with delay and non-convex control space
by: Guatteri, Giuseppina, et al.
Published: (2024)

Stochastic maximum principle for time-changed forward-backward stochastic control problem with Lévy noise
by: Chen, Jingwei, et al.
Published: (2026)

Maximum principle for discrete-time robust stochastic optimal control problem
by: He, Wei
Published: (2025)

Constrained mean-field control with singular controls: Existence, stochastic maximum principle and constrained FBSDE
by: Bo, Lijun, et al.
Published: (2025)

Existence of optimal controls for stochastic partial differential equations with fully local monotone coefficients
by: Zong, Gaofeng
Published: (2025)

Duality methods in stochastic optimal control
by: Bank, Peter, et al.
Published: (2026)

Discrete time stochastic impulse control with delay
by: Hamadène, Said, et al.
Published: (2025)

Blackwell optimality in risk-sensitive stochastic control
by: Pitera, Marcin, et al.
Published: (2026)

Mean-field optimal control with stochastic leaders
by: Zimper, Sebastian, et al.
Published: (2025)

Extended mean-field control problems with Poissonian common noise: Stochastic maximum principle and Hamiltonian-Jacobi-Bellman equation
by: Bo, Lijun, et al.
Published: (2024)

A stochastic Pontryagin maximum principle on the Sierpinski gasket
by: Liu, Xuan
Published: (2017)

Null controllability for stochastic fourth order semi-discrete parabolic equations
by: Wang, Yu, et al.
Published: (2024)

Small noise perturbations of stochastic ergodic control problems
by: Kumar, K. Suresh, et al.
Published: (2024)

An entropy penalized approach for stochastic control problems. Complete version
by: Bourdais, Thibaut, et al.
Published: (2023)

A risk-sensitive ergodic singular stochastic control problem
by: Gwee, Justin, et al.
Published: (2025)

Convergence analysis for an implementable scheme to solve the linear-quadratic stochastic optimal control problem with stochastic wave equation
by: Chaudhary, Abhishek
Published: (2025)

Inverse problems for stochastic partial differential equations
by: Lü, Qi, et al.
Published: (2024)

Global-in-time optimal control of stochastic third-grade fluids with additive noise
by: Kinra, Kush, et al.
Published: (2025)

Equilibrium strategies in time-inconsistent stochastic control problems with constraints: necessary conditions
by: Mastrogiacomo, Elisa, et al.
Published: (2021)

Team problems and stochastic programming
by: Evstigneev, Igor V., et al.
Published: (2025)

A stochastic maximum principle of mean-field type with monotonicity conditions
by: He, Bowen, et al.
Published: (2025)

Hopf-Lax approximation for value functions of Lévy optimal control problems
by: Kupper, Michael, et al.
Published: (2025)

On stochastic control under Poisson observations: optimality of a barrier strategy in a general Lévy model
by: Noba, Kei, et al.
Published: (2022)

Error analysis for stochastic gradient optimization schemes using modified equations
by: Bréhier, Charles-Edouard, et al.
Published: (2024)

Optimal control of stochastic Volterra integral equations with completely monotone kernels and stochastic differential equations on Hilbert spaces with unbounded control and diffusion operators
by: Bolli, Gabriele, et al.
Published: (2026)

Relaxed optimal control for the stochastic Landau-Lifshitz-Gilbert equation
by: Gokhale, Soham
Published: (2023)

Optimality of a refraction strategy in the optimal dividends problem with absolutely continuous controls subject to Parisian ruin
by: Locas, Félix, et al.
Published: (2023)

G-BSDEs with non-Lipschitz coefficients and the corresponding stochastic recursive optimal control problem
by: He, Wei, et al.
Published: (2025)

Optimal control problems with generalized mean-field dynamics and viscosity solution to Master Bellman equation
by: Buckdahn, Rainer, et al.
Published: (2024)

Maximum principle for optimal control of infinite horizon stochastic difference equations driven by fractional noises
by: Han, Yuecai, et al.
Published: (2025)

An entropy penalized approach for stochastic optimization with marginal law constraints. Complete version
by: Bourdais, Thibaut, et al.
Published: (2025)

On optimal control of reflected diffusions
by: Jonsson, Adam
Published: (2023)

Constrained stochastic linear quadratic control under regime switching with controlled jump size
by: Shi, Xiaomin, et al.
Published: (2024)

A stochastic optimization algorithm for revenue maximization in a service system with balking customers
by: Bodas, Shreehari Anand, et al.
Published: (2025)

Non-concave stochastic optimal control in finite discrete time under model uncertainty
by: Neufeld, Ariel, et al.
Published: (2024)

Singular mean-field backward stochastic Volterra integral equations in infinite dimensional spaces
by: Asadzade, Javad A., et al.
Published: (2024)

Dynamical behavior and optimal control of a stochastic SAIRS epidemic model with two saturated incidences
by: Zhang, Xiaohui, et al.
Published: (2024)