2 papers
math.OC2025
Properties for transposition solutions to operator-valued BSEEs, and applications to robust second order necessary conditions for controlled SEEs
Guangdong Jing
This article is concerned with the second order necessary conditions for the stochastic optimal control problem of stochastic evolution equation with model uncertainty when the tra…
math.OC2025
Robust pointwise second order necessary conditions for singular stochastic optimal control with model uncertainty
Guangdong Jing
We study the singular stochastic optimal control problem with model uncertainty, where the necessary conditions determined by the corresponding maximum principle are trivial. Robus…