Crossref Citations
This article has been cited by the following publications. This list is generated based on data provided by
Crossref.
Li, Na
and
Wu, Zhen
2014.
Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes.
Applied Mathematics-A Journal of Chinese Universities,
Vol. 29,
Issue. 1,
p.
67.
Ji, Shaolin
Wang, Lin
and
Yang, Shuzhen
2015.
Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems.
Optimal Control Applications and Methods,
Vol. 36,
Issue. 1,
p.
109.
Shi, Jingtao
Xu, Juanjuan
and
Zhang, Huanshui
2015.
Stochastic recursive optimal control problem with time delay and applications.
Mathematical Control & Related Fields,
Vol. 5,
Issue. 4,
p.
859.
Ji, Shaolin
and
Yang, Shuzhen
2015.
Solutions for functional fully coupled forward–backward stochastic differential equations.
Statistics & Probability Letters,
Vol. 99,
Issue. ,
p.
70.
Yang, Shuzhen
2016.
The maximum principle for stochastic differential systems with general cost functional.
Systems & Control Letters,
Vol. 90,
Issue. ,
p.
1.
Gao, Qiang
and
Yang, Shuzhen
2017.
Maximum principle for forward–backward SDEs with a general cost functional.
International Journal of Control,
Vol. 90,
Issue. 8,
p.
1597.
Yang, Shuzhen
2018.
Near-maximum principle for general recursive utility optimal control problem.
International Journal of Control,
Vol. 91,
Issue. 10,
p.
2187.
Yang, Shuzhen
2018.
The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional.
Systems & Control Letters,
Vol. 114,
Issue. ,
p.
11.
Zhang, Liangquan
2019.
Singular optimal controls of stochastic recursive systems and Hamilton–Jacobi–Bellman inequality.
Journal of Differential Equations,
Vol. 266,
Issue. 10,
p.
6383.
Meng, Weijun
and
Shi, Jingtao
2020.
Verification Theorem of Stochastic Recursive Optimal Control Problems with Mixed Delay for Viscosity Solutions.
p.
978.
Coulibaly, Harouna
and
Aman, Auguste
2020.
Backward stochastic differential equations with non‐Lipschitz time delayed generators.
Asian Journal of Control,
Vol. 22,
Issue. 6,
p.
2301.
Han, Jiequn
and
Hu, Ruimeng
2021.
Recurrent neural networks for stochastic control problems with delay.
Mathematics of Control, Signals, and Systems,
Vol. 33,
Issue. 4,
p.
775.
Meng, Weijun
and
Shi, Jingtao
2021.
Stochastic recursive optimal control problem with mixed delay under viscosity solution's framework.
Optimal Control Applications and Methods,
Vol. 42,
Issue. 2,
p.
445.
Moon, Jun
2022.
Stochastic optimal control with random coefficients and associated stochastic Hamilton–Jacobi–Bellman equations.
Advances in Continuous and Discrete Models,
Vol. 2022,
Issue. 1,
Han, Yuecai
and
Li, Yuhang
2024.
Stochastic maximum principle for control systems with time-varying delay.
Systems & Control Letters,
Vol. 191,
Issue. ,
p.
105864.