The main purpose of this paper is to establish the first and second order necessary
optimality conditions for stochastic optimal controls using the classical variational analysis …

This paper is the second part of our series of work to establish pointwise second-order
necessary conditions for stochastic optimal controls. In this part, we consider the general …

The main purpose of this paper is to present some of our recent results about the second-
order necessary conditions for stochastic optimal controls with the control variable entering …

Second-order maximum principle controlled weakly singular Volterra integral equations Page 1
arXiv:2401.15740v1 [math.OC] 28 Jan 2024 Second-order maximum principle controlled …

In this paper, we establish some second order necessary/sufficient optimality conditions for
optimal control problems of stochastic evolution equations in infinite dimensions. The control …

In this paper, we obtain some second order necessary conditions for optimal control
problems of stochastic evolution equations in infinite dimensions. The control acts on both …

The classical Pontryagin maximum principle is a first-order necessary condition (FONC for
short) for optimal controls of ordinary differential equations (ODEs for short). When the FONC …

The second-order maximum principle for partially observed optimal controls AIMS share this
content in Facebook share this content in Twitter share this content in Linkedin share this …