Control of partial differential equations (PDEs) is a research domain dedicated to the design and implementation of control strategies to regulate systems described by equations involving spatial ...

We study optimal control problems for (time-)delayed stochastic differential equations with jumps. We establish sufficient and necessary stochastic maximum principles for an optimal control of such ...

Abstract Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is ...