This paper investigates a stochastic optimal control problem with delay and of mean-field
type, where the controlled state process is governed by a mean-field jump–diffusion …

In this paper, we are concerned with the leader-follower stochastic differential game of Itô
type with time delay appearing in the leader's control. The open-loop solution is explicitly …

This paper is concerned with an optimal control problem under mean-field jump-diffusion
systems with delay. Firstly, some existence and uniqueness results are proved for a jump …

This article studies a linear–quadratic (LQ) optimal control problem for time-delay stochastic
system with recursive utility under full and partial information. The system is described by an …

This paper studies the linear-quadratic mean-field game (MFG) for a class of stochastic
delayed systems. We consider a large-population system, where the dynamics of each …

In this paper, we solve an open problem and obtain a general maximum principle for a
stochastic optimal control problem where the control domain is an arbitrary nonempty set …

This paper is to establish a sufficient maximum principle for one kind of stochastic optimal
control problem with three types of delays: a discrete delay, a moving-average delay and a …

We discuss a quadratic criterion optimal control problem for stochastic linear system with
delay in both state and control variables. This problem will lead to a kind of generalized …

In this technical note, we discuss a nonzero-sum stochastic differential game with delays.
Not only the state variable, but also control variables of players involve delays. This kind of …

In this paper, we study the stochastic optimal control problem for control systems with time-
varying delay. The corresponding state equation is a kind of stochastic differential delay …