Near-optimal control problems for linear forward-backward stochastic systems (Q983952): Difference between revisions

@@ Property / DOI @@
-.1016/j.automatica.2009.11.016
@@ Property / DOI: 10.1016/j.automatica.2009.11.016 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.automatica.2009.11.016
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@@ Property / OpenAlex ID @@
+W2080280320
@@ Property / OpenAlex ID: W2080280320 / rank @@
+Normal rank
@@ Property / cites work @@
+Nonconvex minimization problems
@@ Property / cites work: Nonconvex minimization problems / rank @@
+Normal rank
@@ Property / cites work @@
+Near-optimal controls of random-switching LQ problems with indefinite control weight costs
+Normal rank
@@ Property / cites work @@
+Backward stochastic differential equations and applications to optimal control
+Normal rank
@@ Property / cites work @@
+Maximum principle for forward-backward stochastic control system with random jumps and applications to finance
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@@ Property / cites work @@
+Q4255599
@@ Property / cites work: Q4255599 / rank @@
+Normal rank
@@ Property / cites work @@
+Stochastic Near-Optimal Controls: Necessary and Sufficient Conditions for Near-Optimality
+Normal rank
@@ Property / DOI @@
+.1016/J.AUTOMATICA.2009.11.016
@@ Property / DOI: 10.1016/J.AUTOMATICA.2009.11.016 / rank @@
+Normal rank