A robust adaptive control method for a certain type of quarter active suspension system
(ASS) is proposed in this work. The constraint issue of ASS is put into consideration …

This article is concerned with an optimal control problem derived by mean-field forward–
backward stochastic differential equation with noisy observation, where the drift coefficients …

This paper aims to systematically solve stochastic team optimization of a large-scale system,
in a linear-quadratic-Gaussian framework. Concretely, the underlying large-scale system …

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 …

We study optimal stochastic control problems for fully coupled forward-backward stochastic
differential equations driven by anomalous subdiffusion, which have nontrivial mixed …

This paper is concerned with the linear quadratic optimal control problem for the time-delay
stochastic system with partial information. The main contribution is to derive the equivalent …

In this paper, we establish necessary conditions of optimality for partially observed optimal
control problems of Mckean–Vlasov type. The system is described by a controlled stochastic …

In this paper, we study an optimal control problem of linear backward stochastic differential
equation (BSDE) with quadratic cost functional under partial information. This problem is …

This paper is concerned with a linear-quadratic stochastic Stackelberg differential game,
where players have asymmetric roles, with one leader and one follower in the context of two …

This paper considers a class of linear-quadratic-Gaussian (LQG) mean-field games (MFGs)
with partial observation structure for individual agents. Unlike other literature, there are some …