Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems
type: Item
instance of: scholarly article
title: Stochastic maximum principle for mixed regular-singular control problems of forward-backward systems
zbMATH Open document ID: 1294.93086
author: Feng Zhang
published in: Journal of Systems Science and Complexity
publication date: 2014-09-15T00:00:00Z
Mathematics Subject Classification ID: 93E20
Mathematics Subject Classification ID: 49K45
Mathematics Subject Classification ID: 60H10
zbMATH DE Number: 6344489
zbMATH Keywords: forward-backward system
zbMATH Keywords: maximum principle
zbMATH Keywords: relaxed control
zbMATH Keywords: singular control
MaRDI profile type: Publication
full work available at URL: s11424-013-0287-6
OpenAlex ID: W2144187002
cites work: Sequential decisions in the control of a space-ship (finite fuel)
cites work: Some solvable stochastic control problemst†
cites work: Singular stochastic control, linear diffusions, and optimal stopping: A class of solvable problems
cites work: Singular Optimal Stochastic Controls I: Existence
cites work: Singular Optimal Stochastic Controls II: Dynamic programming
cites work: Connections between Optimal Stopping and Singular Stochastic Control I. Monotone Follower Problems
cites work: Connections Between Optimal Stopping and Singular Stochastic Control II. Reflected Follower Problems
cites work: A General Stochastic Maximum Principle for Optimal Control Problems
cites work: Backward stochastic differential equations and applications to optimal control
cites work: Q5047847
cites work: Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
cites work: Q4266941
cites work: Stochastic maximum principle for optimal control problem of forward and backward system
cites work: Necessary and Sufficient Optimality Conditions for Relaxed and Strict Control Problems
cites work: A general maximum principle for optimal control of forward-backward stochastic systems
cites work: Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
cites work: Necessary and Sufficient Conditions of Optimality for Optimal Control Problems of Forward and Backward Systems
cites work: The stochastic maximum principle for a singular control problem
cites work: The stochastic maximum principle in optimal control of singular diffusions with non linear coefficients
cites work: A general stochastic maximum principle for singular control problems
cites work: Compactification methods in the control of degenerate diffusions: existence of an optimal control
cites work: Analysis of the optimal relaxed control to an optimal control problem
cites work: Q4255599
DOI: 10.1007/S11424-013-0287-6
description: scientific article; zbMATH DE number 6344489