The field of optimal control in partial differential equations (PDEs) focuses on determining the best possible control strategies to influence systems described by PDEs and to achieve specific ...

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 ...

This paper gives an algorithm for L-shaped linear programs which arise naturally in optimal control problems with state constraints and stochastic linear programs (which can be represented in this ...