Stochastic maximum principle for optimal control problem with varying terminal time and non-convex control domain

Documenti analoghi

• A unified optimal control framework: time-optimal control and stochastic optimal control
  di: Yang, Shuzhen
  Pubblicazione: (2025)
• Non-convex optimization problems for maximum hands-off control
  di: Ikeda, Takuya
  Pubblicazione: (2024)
• A numerical solution approach for non-smooth optimal control problems based on the Pontryagin maximum principle
  di: Wachsmuth, Daniel
  Pubblicazione: (2024)
• Stochastic maximum principle for time-changed forward-backward stochastic control problem with Lévy noise
  di: Chen, Jingwei, et al.
  Pubblicazione: (2026)
• Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations
  di: Hu, Ying, et al.
  Pubblicazione: (2025)