Lv, Siyu; Tao, Ran; Wu, Zhen Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching. (English) Zbl 1333.93261 Optim. Control Appl. Methods 37, No. 1, 154-175 (2016). MSC: 93E20 49K45 60H10 PDFBibTeX XMLCite \textit{S. Lv} et al., Optim. Control Appl. Methods 37, No. 1, 154--175 (2016; Zbl 1333.93261) Full Text: DOI
Ji, Shaolin; Wang, Lin; Yang, Shuzhen Path-dependent Hamilton-Jacobi-Bellman equations related to controlled stochastic functional differential systems. (English) Zbl 1315.93085 Optim. Control Appl. Methods 36, No. 1, 109-120 (2015). MSC: 93E20 49L20 49L25 93C23 PDFBibTeX XMLCite \textit{S. Ji} et al., Optim. Control Appl. Methods 36, No. 1, 109--120 (2015; Zbl 1315.93085) Full Text: DOI arXiv