This paper studies the problem of optimal control of switched systems under state
constraints. It suggests a hybrid approach based on Continuous Hopfield Neural Network …

We investigate a stochastic optimal control problem where the controlled system is depicted
as a stochastic differential delayed equation; however, at the terminal time, the state is …

We consider stochastic singular control for mean-field forward-backward stochastic
differential equations, driven by orthogonal Teugels martingales associated with some Lévy …

The paper is concerned with optimization problem of controlled stochastic switching
systems. A switching system are regulated by the set of stochastic differential equations …

This paper provides necessary conditions of optimality, in the form of a maximum principle,
for optimal control problems of switching systems. Dynamics of the constituent processes …