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Publications by Enmin Feng
Stochastic Maximum Principle for Partial Information Optimal Control Problem of Forward-Backward Systems Involving Classical and Impulse Controls
Abstract and Applied Analysis
Applied Mathematics
Analysis
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A Mean-Field Stochastic Maximum Principle for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps via Malliavin Calculus
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Maximum Principles for Optimal Control of Forward-Backward Stochastic Differential Equations With Jumps
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Maximum Principles of Markov Regime-Switching Forward–Backward Stochastic Differential Equations With Jumps and Partial Information
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Stochastic Maximum Principle for Hilbert Space Valued Forward-Backward Doubly SDEs With Poisson Jumps
IFIP Advances in Information and Communication Technology
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Dynamic Programming Principle for Stochastic Recursive Optimal Control Problem With Delayed Systems
ESAIM - Control, Optimisation and Calculus of Variations
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Maximum Principle for Near-Optimality of Stochastic Delay Control Problem
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Learning Deep Stochastic Optimal Control Policies Using Forward-Backward SDEs
On Mean-Field Stochastic Maximum Principle for Near-Optimal Controls for Poisson Jump Diffusion With Applications
International Journal of Dynamics and Control
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Forward–Backward Stochastic Differential Games and Stochastic Control Under Model Uncertainty
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