1 citations · 2 across the 3 of their papers we have counts for
Showing math.OCShow all
2 papers · 1 filter
math.OC2024★ 1 cited
A local maximum principle for robust optimal control problems of quadratic BSDEs
Tao Hao, Jiaqiang Wen, Qi Zhang
The paper concerns the necessary maximum principle for robust optimal control problems of quadratic BSDEs. The coefficient of the systems depends on the parameter , and the gene…
math.OC2023★ 1 cited
Maximum Principle of Stochastic Optimal Control Problems with Model Uncertainty
Tao Hao, Jiaqiang Wen, Jie Xiong
This paper is concerned with the maximum principle of stochastic optimal control problems, where the coefficients of the state equation and the cost functional are uncertain, and t…