The purpose of this paper is to give necessary conditions for the optimality of nonlinear stochastic control systems with variable delay and with constraint on the right end of a trajectory. The necessary optimality conditions in the form of a stochastic analogy of the maximum principle are obtained. These conditions are contained in Theorems 1 and 2
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, fo...
A stochastic optimal control problem with variable delays in control is considered. The maximum prin...
We give a duality theorem for the stochastic optimal control problem with a convex cost function an...
The verification theorem serving as an optimality condition for the optimal control problem, has bee...
The purpose of this paper is to study conditions for the optimality of singular stochastic control s...
Parallel sessionInternational audienceWe consider an infinite horizon problem with state constraints...
Parallel sessionInternational audienceWe consider an infinite horizon problem with state constraints...
2012-2013 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
AbstractTime optimal control governed by the internally controlled linear Fitzhugh–Nagumo equation w...
We consider the problem of controlling a discrete-time scalar linear system that is subject to stoch...
Parallel sessionInternational audienceWe consider an infinite horizon problem with state constraints...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, fo...
A stochastic optimal control problem with variable delays in control is considered. The maximum prin...
We give a duality theorem for the stochastic optimal control problem with a convex cost function an...
The verification theorem serving as an optimality condition for the optimal control problem, has bee...
The purpose of this paper is to study conditions for the optimality of singular stochastic control s...
Parallel sessionInternational audienceWe consider an infinite horizon problem with state constraints...
Parallel sessionInternational audienceWe consider an infinite horizon problem with state constraints...
2012-2013 > Academic research: refereed > Publication in refereed journalVersion of RecordPublishe
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
AbstractTime optimal control governed by the internally controlled linear Fitzhugh–Nagumo equation w...
We consider the problem of controlling a discrete-time scalar linear system that is subject to stoch...
Parallel sessionInternational audienceWe consider an infinite horizon problem with state constraints...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We study optimal control problems for (time-)delayed stochastic differential equations with jumps. W...
We provide an improvment of the maximum principle of Pon-tryagin of the optimal control problems, fo...