Differential games of N players in stochastic systems with controlled diffusion terms
Automation and Remote Control
SIAM Journal on Control and Optimization
Maximum Principle for Backward Doubly Stochastic Control Systems with Applications
SIAM Journal on Control and Optimization
A Stable Multistep Scheme for Solving Backward Stochastic Differential Equations
SIAM Journal on Numerical Analysis
Brief paper: Stochastic maximum principle in the mean-field controls
Automatica (Journal of IFAC)
A necessary condition of optimality for uncertain optimal control problem
Fuzzy Optimization and Decision Making
The maximum principle for the nonlinear stochastic optimal control problem of switching systems
Journal of Global Optimization
LQ control for Itô-type stochastic systems with input delays
Automatica (Journal of IFAC)
Automatica (Journal of IFAC)
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