"Optimality Conditions for Stochastic Optimal Control (SOC) Problems"

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Book	Author(s)	Year	Publisher
Optimal Stochastic Control, Stochastic Target Problems, and Backward SDE	Nizar Touzi	2013	Springer New York
Deterministic and Stochastic Optimal Control and Inverse Problems	Baasansuren Jadamba; Akhtar A. Khan; Stanisław Migórski; Miguel Sama	2021	Routledge
Optimal design of control systems: stochastic and deterministic problems /	Kolosov, G. E.	[1999], ©1999.	M. Dekker,
Optimality Conditions: Abnormal and Degenerate Problems	A.V. Arutyunov	2000	Springer Netherlands
Stochastic Optimal Control of Structures	Yongbo Peng; Jie Li	1st ed. 2019	Springer Nature Singapore
Optimal control of stochastic systems /	Bagchi, Arunabha,	1993.	Prentice Hall,
Stochastic processes and optimal control /	Engelbert, Hans Jürgen.; Karatzas, Ioannis.; Röckner, Michael,	[1993], ©1993.	Gordon and Breach,
Deterministic and Stochastic Optimal Control	Wendell Fleming; Raymond Rishel	1975	Springer New York
Stochastic Optimal Transportation: Stochastic Control with Fixed Marginals	Toshio Mikami	1st ed. 2021	Springer Nature Singapore
Numerical Methods for Optimal Control Problems	Maurizio Falcone; Roberto Ferretti; Lars Grüne; William M. McEneaney	1st ed. 2018	Springer International Publishing
Singular Optimal Control Problems	David J. Bell; David H. Jacobson	1975	Elsevier
A survey of stochastic optimal control	Kenneth Edward Pyrz	1969	Naval Postgraduate School
Stochastic optimal linear estimation and control	James S. Meditch	1969	McGraw-Hill
Stochastic Linear-Quadratic Optimal Control Theory: Differential Games and Mean-Field Problems	Jingrui Sun; Jiongmin Yong	1st ed. 2020	Springer International Publishing
Optimal Control of Discrete Time Stochastic Systems	C. Striebel	1975	Springer Berlin Heidelberg
Stochastic Optimal Control Theory with Application in Self-Tuning Control	Kenneth J. Hunt	1989	Springer Berlin Heidelberg
Stochastic optimal control theory with application in self-tuning control	K. J. Hunt	1989	Springer-Verlag
Turnpike Conditions in Infinite Dimensional Optimal Control	Alexander J. Zaslavski	1st ed. 2019	Springer International Publishing
Stochastic Optimal Control, International Finance, and Debt Crises	Jerome L. Stein	2006	Oxford University Press
Infinite Horizon Optimal Control: Deterministic and Stochastic Systems	Dean A. Carlson; Alain B. Haurie; Arie Leizarowitz	2nd ed. 1991	Springer Berlin Heidelberg
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Chapter	Author(s)	Book	Book Authors	Year	Publisher
Optimality Conditions for Stochastic Optimal Control (SOC) Problems	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	Stochastic Multi-Stage Optimization: At the Crossroads between Discrete Time Stochastic Control and Stochastic Programming	Pierre Carpentier; Jean-Philippe Chancelier; Guy Cohen; Michel De Lara	2015	Springer International Publishing
On necessary optimality conditions for optimal control problems	Tilo Staib	Optimal Control of Partial Differential Equations: Proceedings of the IFIP WG 7. 2 International Conference Irsee, April 9–12, 1990	Karl-Heinz Hoffmann; Werner Krabs	1991	Springer Berlin Heidelberg
Optimality Conditions for Semivectorial Bilevel Convex Optimal Control Problems	Henri Bonnel; Jacqueline Morgan	Computational and Analytical Mathematics: In Honor of Jonathan Borwein' s 60th Birthday	David H. Bailey; Heinz H. Bauschke; Peter Borwein; Frank Garvan; Michel Théra; Jon D. Vanderwerff; Henry Wolkowicz	2013	Springer New York
Optimality conditions for optimal control problems of variational inequalities	A. Bermúdez; C. Saguez	Control Problems for Systems Described by Partial Differential Equations and Applications: Proceedings of the IFIP-WG 7. 2 Working Conference, Gainesville, Florida, February 3–6, 1986	Irena Lasiecka; Roberto Triggiani	1987	Springer Berlin Heidelberg
4. Optimality conditions for control problems		Control and optimization /	Craven, B. D.	1995.	Chapman & Hall,
Stochastic optimal control problems		Modeling, Estimation, and Their Applications for Distributed Parameter Systems	Y. Sawaragi; T. Soeda; S. Omatu	1978	Springer Berlin Heidelberg
Stochastic Optimal Control Problems	Jiongmin Yong; Xun Yu Zhou	Stochastic Controls: Hamiltonian Systems and HJB Equations	Jiongmin Yong; Xun Yu Zhou	1999	Springer New York
Stochastic Optimal Control Problems	Michał Kisielewicz	Set-Valued Stochastic Integrals and Applications	Michał Kisielewicz	1st ed. 2020	Springer International Publishing
Stochastic Optimal Control Problems	Michał Kisielewicz	Stochastic Differential Inclusions and Applications	Michał Kisielewicz	2013	Springer New York
Optimality in Optimal Control Problems	Simant Ranjan Upreti	Optimal Control for Chemical Engineers	Simant Ranjan Upreti	2013	Routledge
Optimality conditions for optimal control problems modeled by integral equations.	Wojciech Rafajłowicz	Trends in Advanced Intelligent Control, Optimization and Automation: Proceedings of KKA 2017—The 19th Polish Control Conference, Kraków, Poland, June 18–21, 2017	Wojciech Mitkowski; Janusz Kacprzyk; Krzysztof Oprzędkiewicz; Paweł Skruch	1st ed. 2017	Springer International Publishing
Pareto Optimality Conditions for Abnormal Optimization and Optimal Control Problems	Urszula Ledzewicz; Heinz Schaettler	Optimal control of differential equations: A Festschrift in Honor of Constantin Corduneanu	Nicolae H. Pavel	1994	Routledge
Optimality and Viability Conditions for State-Constrained Optimal Control Problems	Robert Kipka	Variational Analysis and Set Optimization: Developments and Applications in Decision Making	Akhtar A. Khan; Elisabeth Köbis; Christiane Tammer	2019	Routledge
Optimal Control: Necessary Conditions of Optimality	N. U. Ahmed; Shian Wang	Optimal Control of Dynamic Systems Driven by Vector Measures: Theory and Applications	N. U. Ahmed; Shian Wang	1st ed. 2021	Springer International Publishing
Philosophy of Stochastic Optimal Control Analysis (SOC)	Jerome L. Stein	Stochastic Optimal Control and the U. S. Financial Debt Crisis	Jerome L. Stein	2012	Springer New York
First Order Necessary Conditions of Optimality for Semilinear Optimal Control Problems	M. D. Voisei	Differential Equations And Control Theory	Sergiu Aizicovici; Nicolae H. Pavel	2001	Routledge
A Survey on Sufficient Optimality Conditions for Delayed Optimal Control Problems	Ana P. Lemos-Paião; Cristiana J. Silva; Delfim F. M. Torres	Mathematical Modelling and Analysis of Infectious Diseases	Khalid Hattaf; Hemen Dutta	1st ed. 2020	Springer International Publishing
Necessary Optimality Conditions for a Class of Hybrid Optimal Control Problems	Vadim Azhmyakov; Sid Ahmed Attia; Dmitry Gromov; Jörg Raisch	Hybrid Systems: Computation and Control: 10th International Workshop, HSCC 2007, Pisa, Italy, April 3-5, 2007, Proceedings	Alberto Bemporad; Giorgio C Buttazzo; Antonio Bicchi	2007	Springer Berlin Heidelberg
Conditions for Optimality in Multi-Stage Stochastic Programming Problems	Luuk Groenewegen; Jaap Wessels	Recent Results in Stochastic Programming: Proceedings, Oberwolfach, January 28 – February 3, 1979	P. Kall; A. Pr; &AAe; kopa	1980	Springer Berlin Heidelberg
Optimality Conditions for Convex Problems		Nonsmooth Analysis	Winfried Schirotzek	2007	Springer Berlin Heidelberg
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