A Stochastic Maximum Principle for Optimal Control of Diffusions (U. G. Haussmann)

W. H. Fleming

doi:10.1137/1030111

A Stochastic Maximum Principle for Optimal Control of Diffusions (U. G. Haussmann)

SIAM Review ◽

10.1137/1030111 ◽

1988 ◽

Vol 30 (3) ◽

pp. 512-512

Author(s):

W. H. Fleming

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Maximum Principle

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Stochastic maximum principle for optimal control problems involving delayed systems

Science China Information Sciences ◽

10.1007/s11432-019-2826-3 ◽

2020 ◽

Vol 64 (1) ◽

Author(s):

Feng Zhang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Stochastic Maximum Principle ◽

Control Problems ◽

Delayed Systems

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Stochastic minimax optimal control strategy for uncertain quasi-Hamiltonian systems using stochastic maximum principle

Structural and Multidisciplinary Optimization ◽

10.1007/s00158-013-0958-x ◽

2013 ◽

Vol 49 (1) ◽

pp. 69-80 ◽

Cited By ~ 2

Author(s):

R. C. Hu ◽

Z. G. Ying ◽

W. Q. Zhu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Hamiltonian Systems ◽

Control Strategy ◽

Stochastic Maximum Principle ◽

Optimal Control Strategy ◽

Minimax Optimal Control

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Stochastic optimal control of quasi non-integrable Hamiltonian systems with stochastic maximum principle

Nonlinear Dynamics ◽

10.1007/s11071-012-0494-z ◽

2012 ◽

Vol 70 (1) ◽

pp. 779-787 ◽

Cited By ~ 8

Author(s):

X. D. Gu ◽

W. Q. Zhu ◽

W. Xu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Hamiltonian Systems ◽

Stochastic Optimal Control ◽

Stochastic Maximum Principle ◽

Integrable Hamiltonian Systems

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Stochastic maximum principle in the optimal control of water resources systems

Journal of Mathematical Analysis and Applications ◽

10.1016/0022-247x(78)90248-2 ◽

1978 ◽

Vol 66 (2) ◽

pp. 451-469

Author(s):

G Nadimuthu ◽

E.S Lee

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Water Resources ◽

Stochastic Maximum Principle ◽

Water Resources Systems

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Stochastic maximum principle for mean-field type singular optimal control problem with discounted cost

International Journal of Computational Systems Engineering ◽

10.1504/ijcsyse.2019.10023160 ◽

2019 ◽

Vol 5 (4) ◽

pp. 235

Author(s):

Deepa Ravi ◽

Muthukumar Palanisamy

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Mean Field ◽

Stochastic Maximum Principle ◽

Singular Optimal Control ◽

Discounted Cost ◽

Field Type ◽

Singular Optimal Control Problem

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Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information

IEEE Transactions on Automatic Control ◽

10.1109/tac.2013.2273265 ◽

2014 ◽

Vol 59 (2) ◽

pp. 522-528 ◽

Cited By ~ 63

Author(s):

Guangchen Wang ◽

Chenghui Zhang ◽

Weihai Zhang

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Partial Information ◽

Mean Field ◽

Stochastic Maximum Principle ◽

Field Type

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The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls

Automatica ◽

10.1016/j.automatica.2012.06.082 ◽

2012 ◽

Vol 48 (10) ◽

pp. 2420-2432 ◽

Cited By ~ 43

Author(s):

Zhiyong Yu

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problems ◽

Stochastic Maximum Principle ◽

Delay Systems ◽

Control Problems ◽

Impulse Controls

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Stochastic maximum principle for nonlinear optimal control problem of switching systems

Journal of Computational and Applied Mathematics ◽

10.1016/j.cam.2013.06.010 ◽

2014 ◽

Vol 259 ◽

pp. 371-376 ◽

Cited By ~ 9

Author(s):

Qurban Abushov ◽

Charkaz Aghayeva

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Nonlinear Optimal Control ◽

Stochastic Maximum Principle ◽

Switching Systems ◽

Nonlinear Optimal Control Problem

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Stochastic maximum principle for optimal control of SPDEs

Comptes Rendus Mathematique ◽

10.1016/j.crma.2012.07.009 ◽

2012 ◽

Vol 350 (13-14) ◽

pp. 683-688 ◽

Cited By ~ 14

Author(s):

Marco Fuhrman ◽

Ying Hu ◽

Gianmario Tessitore

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Stochastic Maximum Principle

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Stochastic maximum principle for mean-field type singular optimal control problem with discounted cost

International Journal of Computational Systems Engineering ◽

10.1504/ijcsyse.2019.101704 ◽

2019 ◽

Vol 5 (4) ◽

pp. 235

Author(s):

Muthukumar Palanisamy ◽

Deepa Ravi

Keyword(s):

Optimal Control ◽

Maximum Principle ◽

Optimal Control Problem ◽

Control Problem ◽

Mean Field ◽

Stochastic Maximum Principle ◽

Singular Optimal Control ◽

Discounted Cost ◽

Field Type ◽

Singular Optimal Control Problem

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