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 treats the discounted cost, optimal control problem for Markov processes with incomplete state information. The optimization approach for these partially observable Markov processes is a ...