Continuous liberalization of electricity markets makes a strong correlation between the
economic behaviors of market participants and their profits. To guide the production of …

This paper is first concerned with one kind of discrete-time stochastic optimal control
problem with convex control domains, for which necessary condition in the form of …

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 deals with partially observed optimal control of meanfield system with noisy
memory and discrete delay. By means of the maximum principle, a sufficient optimality …

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 …

In this paper, an open problem is solved, for the stochastic optimal control problem with
delay where the control domain is nonconvex and the diffusion term contains both control …

In this paper, we deal with a new kind of partially observed nonzero‐sum differential game
governed by stochastic differential delay equations. One of the special features is that the …

In this paper, we consider risk‐sensitive optimal control and differential games for stochastic
differential delayed equations driven by Brownian motion. The problems are related to …

In this paper, we study a nonzero-sum stochastic differential game for a system whose
dynamics are governed by a mean-field forward–backward stochastic differential equation …

Mixed zero-sum games consider both zero-sum and non-zero-sum differential game
problems simultaneously. In this paper, multiplayer mixed zero-sum games (MZSGs) are …