General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595): Difference between revisions

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+Conjugate convex functions in optimal stochastic control
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+Optimal control for controllable stochastic linear systems
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+Linear quadratic mean-field-game of backward stochastic differential systems
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+Linear-Quadratic Control of Backward Stochastic Differential Equations
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+Linear quadratic optimal control problems for mean-field backward stochastic differential equations
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+Adapted solution of a backward stochastic differential equation
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+Continuous-time stochastic control and optimization with financial applications
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+Linear-quadratic optimal control for backward stochastic differential equations with random coefficients
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+A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
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+Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
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+On a Matrix Riccati Equation of Stochastic Control
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+Backward Stochastic Differential Equations
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