Stochastic maximum principle for optimal control problems involving delayed systems

[1] Agram N(2013)A maximum principle for infinite horizon delay equations SIAM J Math Anal 45 2499-2522

[2] Haadem S(2014)Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance Automatica 50 1565-1579

[3] ∅ksendal B(2010)Maximum principle for the stochastic optimal control problem with delay and application Automatica 46 1074-1080

[4] Shen Y(2012)Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations ESAIM: Control Opt Calc Var 18 1073-1096

[5] Meng Q(2015)Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach J Comput Appl Math 279 13-30

[6] Shi P(2011)Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations Adv Appl Probab 43 572-596

[7] Chen L(2009)Anticipated backward stochastic differential equations Ann Probab 37 877-902

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[1] Agram N(2013)A maximum principle for infinite horizon delay equations SIAM J Math Anal 45 2499-2522

[2] Haadem S(2014)Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance Automatica 50 1565-1579

[3] ∅ksendal B(2010)Maximum principle for the stochastic optimal control problem with delay and application Automatica 46 1074-1080

[4] Shen Y(2012)Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations ESAIM: Control Opt Calc Var 18 1073-1096

[5] Meng Q(2015)Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach J Comput Appl Math 279 13-30

[6] Shi P(2011)Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations Adv Appl Probab 43 572-596

[7] Chen L(2009)Anticipated backward stochastic differential equations Ann Probab 37 877-902

[8] Wu Z(undefined)undefined undefined undefined undefined-undefined

[9] Huang J(undefined)undefined undefined undefined undefined-undefined

[10] Shi J(undefined)undefined undefined undefined undefined-undefined