2 papers
math.OC2026
The Optimal Control Problem of Stochastic Differential System with Extended Mixed Delays and Applications
Xinpo Li, Jingtao Shi
This paper investigates an optimal control problem where the system is described by a stochastic differential equation with extended mixed delays that contain point delay, extended…
math.OC2025
Linear-Quadratic Non-zero Sum Differential Game with Asymmetric Delayed Information
Yuxin Ye, Jingtao Shi
This paper is concerned with a linear-quadratic non-zero sum differential game with asymmetric delayed information. To be specific, two players exist time delays simultaneously whi…