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All issues ESAIM: COCV, 23 1 (2017) 337-371 Article references

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Cited article:

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Journal of Mathematical Analysis and Applications 542 (2) 128796 (2025)
https://doi.org/10.1016/j.jmaa.2024.128796

Infinite Horizon Mean-Field Linear Quadratic Optimal Control Problems with Jumps and the Related Hamiltonian Systems

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Applied Mathematics & Optimization 90 (1) (2024)
https://doi.org/10.1007/s00245-024-10148-z

On the Maximum Principle for Optimal Control Problems of Stochastic Volterra Integral Equations with Delay

Yushi Hamaguchi
Applied Mathematics & Optimization 87 (3) (2023)
https://doi.org/10.1007/s00245-022-09958-w

Stochastic differential equations in infinite dimensional Hilbert space and its optimal control problem with Lévy processes

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AIMS Mathematics 7 (2) 2427 (2022)
https://doi.org/10.3934/math.2022137

Optimal control of nonzero sum game mean‐field delayed Markov regime‐switching forward‐backward system with Lévy processes

R. Deepa, P. Muthukumar and Mokhtar Hafayed
Optimal Control Applications and Methods 42 (1) 110 (2021)
https://doi.org/10.1002/oca.2665

Optimal Distributed Control of a Stochastic Cahn--Hilliard Equation

Luca Scarpa
SIAM Journal on Control and Optimization 57 (5) 3571 (2019)
https://doi.org/10.1137/18M1222223