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math.OC2025
Anticipated backward stochastic evolution equations and maximum principle for path-dependent systems in infinite dimensions
Guomin Liu, Jian Song, Meng Wang
For a class of path-dependent stochastic evolution equations driven by cylindrical -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive opti…
math.OC2023
Maximum principle for recursive optimal control problem of stochastic delay evolution equations
Guomin Liu, Jian Song, Meng Wang
For a class of stochastic delay evolution equations driven by cylindrical -Wiener process, we study the Pontryagin's maximum principle for the stochastic recursive optimal contr…