Pages that link to "Item:Q946222"
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The following pages link to Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222):
Displayed 13 items.
- Optimal control for stochastic delay evolution equations (Q315766) (← links)
- The stochastic linear quadratic optimal control problem in Hilbert spaces: a polynomial chaos approach (Q325340) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- A maximum principle for a stochastic control problem with multiple random terminal times (Q2128538) (← links)
- The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
- The Stochastic LQR Optimal Control with Fractional Brownian Motion (Q4607777) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
- Infinite horizon Stackelberg differential games with random coefficients under control input constraint (Q6130791) (← links)