This paper solves the load frequency control problem and proposes a new event-triggered
sliding-mode control (SMC) algorithm in multi-area interconnected power systems. First, we …

In this paper, we investigate a class of doubly stochastic optimal control problems that the
state trajectory is described by backward doubly stochastic differential equations with time …

This article investigates the optimal control problem of nonzero sum game mean‐field
delayed Markov regime‐switching forward‐backward stochastic system with Lévy processes …

In this article, we discuss an infinite horizon optimal control of the stochastic system with
partial information, where the state is governed by a mean‐field stochastic differential delay …

This paper examines an optimal control problem for mean-field systems under partial
observation. The state system is described by a controlled mean-field forward-backward …

In this paper, two spectral methods are presented to solve a stochastic optimal control
problem of a partially observable system. These two methods work together to solve such …

This note is dedicated to a kind of partially observable linear–quadratic control problem with
model uncertainty, where the coefficients of cost functional are uncertain representing …

The necessary conditions for the optimal control of partially observed, fully coupled forward‐
backward mean‐field stochastic differential equations driven by Teugels martingales are …

We consider stochastic singular control for mean-field forward-backward stochastic
differential equations, driven by orthogonal Teugels martingales associated with some Lévy …

The central theme is to establish a set of necessary conditions, in the form of stochastic
maximum for a di¤ erent systems. This thesis is structured around… ve chapters: The… rst …