In this paper, we present necessary as well as sufficient conditions for Pareto optimality of
delayed stochastic cooperative differential game in finite horizon. The problem is …

The Pareto optimality of stochastic cooperative differential game with a discrete delay, a
moving-average delay and a noisy memory process is studied. We establish two sets of …

This paper is concerned with the necessary and sufficient conditions for the Pareto optimality
in the finite horizon stochastic cooperative differential game. Based on the necessary and …

This chapter is concerned with necessary/sufficient conditions for Pareto optimality in finite
horizon cooperative stochastic differential games. Based on the equivalent characterization …

This paper is concerned with the linear quadratic (LQ) Pareto optimal control of the
continuous-time stochastic systems in finite horizon. First, based on the necessary and …

In this technical note, we discuss a nonzero-sum stochastic differential game with delays.
Not only the state variable, but also control variables of players involve delays. This kind of …

In this paper, an open problem is solved, for the stochastic optimal control problem with
delay where the control domain is nonconvex and the diffusion term contains both control …

In this paper, we consider optimal control problems derived by stochastic systems with
distributed (average) and pointwise time delays, where control domains are non-convex and …

This paper is devoted to study the maximum principle for discrete-time stochastic optimal
control problem with delay. The most difficulty to this problem comes from the delayed …

This paper is concerned with a linear-quadratic (LQ) optimal control problem for the
stochastic system with delay and Lévy processes. To solve this problem, we study the …