In this paper, we develop a global form stochastic maximum principle for a Markov regime
switching mean-field model driven by Brownian motions and Poisson jumps. The form of the …

This paper is concerned with the relationship between general maximum principle and
dynamic programming principle for the stochastic recursive optimal control problem with …

This paper studies a kind of time-inconsistent linear–quadratic control problem in a more
general framework with stochastic coefficients and random jumps. The time inconsistency …

In this paper, we obtain the stochastic maximum principle for progressive optimal control of
the model driven by Brownian motions and Markov chain. The maximum principle in …

The near-optimal control conditions of a stochastic system are the main subject of this
research work, which will extend some previous results. At first, the stochastic system and its …

In this paper, we derive a general stochastic maximum principle for a risk-sensitive type
optimal control problem of Markov regime-switching jump-diffusion model. The results are …

This paper is concerned with the relationship between general maximum principle and
dynamic programming principle for the stochastic recursive optimal control problem with …

This paper studies partially observed risk-sensitive optimal control problems with correlated
noises between the system and the observation. It is assumed that the state process is …

In this paper, we study the eigenvalue problem of stochastic Hamiltonian system driven by
Brownian motion and Markov chain with boundary conditions and time-dependent …

In this paper, we consider partially observed optimal control for forward-backward stochastic
delay differential equations (FBSDDEs) where the control domain is non-convex and the …