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20192026
most citedPeng's Maximum Principle for Stochastic Partial Differential Equations

9 citations · 18 across the 9 of their papers we have counts for

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math.PR2025

Peng's Maximum Principle for Stochastic Delay Differential Equations of Mean-Field Type

Giuseppina Guatteri, Federica Masiero, Lukas Wessels

We extend Peng's maximum principle to the case of stochastic delay differential equations of mean-field type. More precisely, the coefficients of our control problem depend on the…

math.PR2025

Stochastic Optimal Control of Interacting Particle Systems in Hilbert Spaces and Applications

Filippo de Feo, Fausto Gozzi, Andrzej Święch +1

Optimal control of interacting particles governed by stochastic evolution equations in Hilbert spaces is an open area of research. Such systems naturally arise in formulations wher…