Risk-sensitive maximum principle and verification theorem for controlled system with delay is obtained by virtue of classical convex variational technique. The prime feature in the research is that risk-sensitive parameter ϑ seriously affects adjoint equation and variational inequality. Moreover, a verification theorem of optimality is derived under some concavity conditions. An example is given to illustrate our theoretical result
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and inf...
We derive Pontryagin’s maximum principle for a general optimal control problem using the set-valued ...
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. W...
In this paper, we consider risk-sensitive optimal control for stochastic differential delayed equati...
Abstract This paper is concerned with near-optimality for stochastic control problems of linear dela...
In this paper we consider a rather general optimal control problem involving ordinary differential e...
Abstract We investigate a stochastic optimal control problem where the controlled system is depicted...
In this paper, we consider optimal control problems derived by stochastic systems with delay, where ...
In this paper, we consider a class of optimal control problems governed by a differential system. We...
When slow and fast controlled dynamics are coupled, the variational limit, as the ratio of time scal...
We derive a variational formula for the optimal growth rate of reward in the infinite horizon risk-s...
In this paper, we derive a general stochastic maximum principle for a risk-sensitive type optimal co...
In this work, an analogue of Pontryagin\u27s maximum principle for dynamic equations on time scales ...
International audienceIn this paper, we consider a class of optimal control problems governed by a d...
In this paper, we consider risk-sensitive optimal control for stochastic differential delayed equati...
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and inf...
We derive Pontryagin’s maximum principle for a general optimal control problem using the set-valued ...
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. W...
In this paper, we consider risk-sensitive optimal control for stochastic differential delayed equati...
Abstract This paper is concerned with near-optimality for stochastic control problems of linear dela...
In this paper we consider a rather general optimal control problem involving ordinary differential e...
Abstract We investigate a stochastic optimal control problem where the controlled system is depicted...
In this paper, we consider optimal control problems derived by stochastic systems with delay, where ...
In this paper, we consider a class of optimal control problems governed by a differential system. We...
When slow and fast controlled dynamics are coupled, the variational limit, as the ratio of time scal...
We derive a variational formula for the optimal growth rate of reward in the infinite horizon risk-s...
In this paper, we derive a general stochastic maximum principle for a risk-sensitive type optimal co...
In this work, an analogue of Pontryagin\u27s maximum principle for dynamic equations on time scales ...
International audienceIn this paper, we consider a class of optimal control problems governed by a d...
In this paper, we consider risk-sensitive optimal control for stochastic differential delayed equati...
The paper concerns the study of the Pontryagin Maximum Principle for an infinite dimensional and inf...
We derive Pontryagin’s maximum principle for a general optimal control problem using the set-valued ...
We prove a maximum principle of optimal control of stochastic delay equations on infinite horizon. W...