Zhang, Haisen; Zhang, Xianfeng Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states. (English) Zbl 1520.93621 Syst. Control Lett. 177, Article ID 105551, 11 p. (2023). MSC: 93E20 49N10 93B05 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, Syst. Control Lett. 177, Article ID 105551, 11 p. (2023; Zbl 1520.93621) Full Text: DOI
Lü, Qi; Zhang, Haisen; Zhang, Xu Second order necessary conditions for optimal control problems of stochastic evolution equations. (English) Zbl 1478.93738 SIAM J. Control Optim. 59, No. 4, 2924-2954 (2021). Reviewer: Hector Jasso (Ciudad de México) MSC: 93E20 60H07 60H15 PDFBibTeX XMLCite \textit{Q. Lü} et al., SIAM J. Control Optim. 59, No. 4, 2924--2954 (2021; Zbl 1478.93738) Full Text: DOI arXiv
Frankowska, Hélène; Zhang, Haisen; Zhang, Xu Necessary optimality conditions for local minimizers of stochastic optimal control problems with state constraints. (English) Zbl 1417.93335 Trans. Am. Math. Soc. 372, No. 2, 1289-1331 (2019). MSC: 93E20 49K45 60H10 PDFBibTeX XMLCite \textit{H. Frankowska} et al., Trans. Am. Math. Soc. 372, No. 2, 1289--1331 (2019; Zbl 1417.93335) Full Text: DOI
Frankowska, Hélène; Zhang, Haisen; Zhang, Xu Stochastic optimal control problems with control and initial-final states constraints. (English) Zbl 1391.93294 SIAM J. Control Optim. 56, No. 3, 1823-1855 (2018). MSC: 93E20 49J53 60H07 60H10 PDFBibTeX XMLCite \textit{H. Frankowska} et al., SIAM J. Control Optim. 56, No. 3, 1823--1855 (2018; Zbl 1391.93294) Full Text: DOI
Zhang, Haisen; Zhang, Xu Second-order necessary conditions for stochastic optimal control problems. (English) Zbl 1380.93294 SIAM Rev. 60, No. 1, 139-178 (2018). MSC: 93E20 60H07 60H10 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, SIAM Rev. 60, No. 1, 139--178 (2018; Zbl 1380.93294) Full Text: DOI
Zhang, Haisen; Zhang, Xu Pointwise second-order necessary conditions for stochastic optimal controls. II: The general case. (English) Zbl 1371.93222 SIAM J. Control Optim. 55, No. 5, 2841-2875 (2017). MSC: 93E20 60H07 60H10 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, SIAM J. Control Optim. 55, No. 5, 2841--2875 (2017; Zbl 1371.93222) Full Text: DOI arXiv
Wang, Tianxiao; Zhang, Haisen Optimal control problems of forward-backward stochastic Volterra integral equations with closed control regions. (English) Zbl 1368.93791 SIAM J. Control Optim. 55, No. 4, 2574-2602 (2017). MSC: 93E20 60H20 49K45 49J53 PDFBibTeX XMLCite \textit{T. Wang} and \textit{H. Zhang}, SIAM J. Control Optim. 55, No. 4, 2574--2602 (2017; Zbl 1368.93791) Full Text: DOI arXiv
Frankowska, Hélène; Zhang, Haisen; Zhang, Xu First and second order necessary conditions for stochastic optimal controls. (English) Zbl 1352.93100 J. Differ. Equations 262, No. 6, 3689-3736 (2017). MSC: 93E20 49J53 60H07 60H10 49K45 PDFBibTeX XMLCite \textit{H. Frankowska} et al., J. Differ. Equations 262, No. 6, 3689--3736 (2017; Zbl 1352.93100) Full Text: DOI arXiv
Zhang, HaiSen; Zhang, Xu Some results on pointwise second-order necessary conditions for stochastic optimal controls. (English) Zbl 1338.93409 Sci. China, Math. 59, No. 2, 227-238 (2016). MSC: 93E20 60H07 60H10 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, Sci. China, Math. 59, No. 2, 227--238 (2016; Zbl 1338.93409) Full Text: DOI arXiv
Zhang, Haisen; Zhang, Xu Pointwise second-order necessary conditions for stochastic optimal controls. I: The case of convex control constraint. (English) Zbl 1337.49045 SIAM J. Control Optim. 53, No. 4, 2267-2296 (2015). MSC: 49K45 93E20 60H07 60H10 PDFBibTeX XMLCite \textit{H. Zhang} and \textit{X. Zhang}, SIAM J. Control Optim. 53, No. 4, 2267--2296 (2015; Zbl 1337.49045) Full Text: DOI arXiv