This paper is concerned with partial-information mixed optimal stochastic continuous–
singular control problem for mean-field stochastic differential equation driven by Teugels …

In this paper, we study mean-field type stochastic control problems for systems described by
mean-field stochastic differential equations with jump processes, in which the coefficients …

In this paper, a dengue model, which is described by spatial diffusion and Lévy noise, is
built, and the sufficient and necessary conditions for near-optimal controls of the stochastic …

In this paper, we study a class of singular stochastic optimal control problems for systems
described by mean-field forward-backward stochastic differential equations, in which the …

In this paper, we develop the necessary conditions of optimality for a new class of mixed
regular-singular control problem for nonlinear forward–backward stochastic systems with …

In this paper, we establish a second-order necessary conditions for stochastic optimal
control for jump diffusions. The controlled system is described by a stochastic differential …

This paper is concerned with stochastic maximum principle for near-optimal control of
nonlinear controlled mean-field forward-backward stochastic systems driven by Brownian …

This paper investigates the near optimal control for a kind of linear stochastic control
systems governed by the forward–backward stochastic differential equations, where both the …

In this paper, we study a class of near-optimisation problems with controlled systems
described by the stochastic differential equations with delay. Thanks to the Ekeland's …

This paper is concerned with near-optimality for stochastic control problems of linear delay
systems with convex control domain and controlled diffusion. Necessary and sufficient …