EDP Sciences logo
Subscriber Authentication Point
Search
Menu
All issues ESAIM: COCV, 18 4 (2012) 1073-1096 Article references

Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

This article has been cited by the following article(s):

Non-zero sum differential games of anticipated forward-backward stochastic differential delayed equations under partial information and application

Yi Zhuang
Advances in Difference Equations 2017 (1) (2017)
DOI: 10.1186/s13662-017-1438-1
See this article

A maximum principle for fully coupled forward–backward stochastic control systems with terminal state constraints

Shaolin Ji and Qingmeng Wei
Journal of Mathematical Analysis and Applications 407 (2) 200 (2013)
DOI: 10.1016/j.jmaa.2013.05.013
See this article

Maximum principle for optimal control problems involving impulse controls with nonsmooth data

Xinwei Feng
Stochastics 88 (8) 1188 (2016)
DOI: 10.1080/17442508.2016.1220558
See this article

The risk-sensitive maximum principle for controlled forward–backward stochastic differential equations

Jun Moon
Automatica 120 109069 (2020)
DOI: 10.1016/j.automatica.2020.109069
See this article

An Introduction to Optimal Control of FBSDE with Incomplete Information

Guangchen Wang, Zhen Wu and Jie Xiong
SpringerBriefs in Mathematics, An Introduction to Optimal Control of FBSDE with Incomplete Information 1 (2018)
DOI: 10.1007/978-3-319-79039-8_1
See this article

Verification Theorem Of Stochastic Optimal Control With Mixed Delay And Applications To Finance

Wenli Zhu and Zisha Zhang
Asian Journal of Control 17 (4) 1285 (2015)
DOI: 10.1002/asjc.993
See this article

Maximum Principle for Delayed Stochastic Linear-Quadratic Control Problem with State Constraint

Feng Zhang
Journal of Applied Mathematics 2013 1 (2013)
DOI: 10.1155/2013/964765
See this article

Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes

Na Li and Zhen Wu
Applied Mathematics-A Journal of Chinese Universities 29 (1) 67 (2014)
DOI: 10.1007/s11766-014-3171-9
See this article

Maximum principle for near-optimality of stochastic delay control problem

Feng Zhang
Advances in Difference Equations 2017 (1) (2017)
DOI: 10.1186/s13662-017-1155-9
See this article

Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls

Shujun Wang and Zhen Wu
Journal of Systems Science and Complexity 30 (2) 280 (2017)
DOI: 10.1007/s11424-016-5039-y
See this article

Solvability of anticipated backward stochastic Volterra integral equations

Jiaqiang Wen and Yufeng Shi
Statistics & Probability Letters 156 108599 (2020)
DOI: 10.1016/j.spl.2019.108599
See this article

Anticipated backward stochastic differential equations with quadratic growth

Ying Hu, Xun Li and Jiaqiang Wen
Journal of Differential Equations 270 1298 (2021)
DOI: 10.1016/j.jde.2020.07.001
See this article

Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions

Shujun Wang and Hua Xiao
Optimal Control Applications and Methods 42 (5) 1269 (2021)
DOI: 10.1002/oca.2727
See this article

Stochastic maximum principle of mean-field jump–diffusion systems with mixed delays

Feng Zhang
Systems & Control Letters 149 104874 (2021)
DOI: 10.1016/j.sysconle.2021.104874
See this article

Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations

Weijun Meng and Jingtao Shi
Applied Mathematics & Optimization 84 (S1) 523 (2021)
DOI: 10.1007/s00245-021-09778-4
See this article

Sufficient Maximum Principle for Stochastic Optimal Control Problems with General Delays

Feng Zhang
Journal of Optimization Theory and Applications 192 (2) 678 (2022)
DOI: 10.1007/s10957-021-01987-9
See this article

Maximum principle for stochastic optimal control problem of forward–backward stochastic difference systems

Shaolin Ji and Haodong Liu
International Journal of Control 95 (7) 1979 (2022)
DOI: 10.1080/00207179.2021.1889033
See this article