Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(One intermediate revision by one other user not shown)
Property / DOI
 
Property / DOI: 10.1002/oca.2991 / rank
Normal rank
 
Property / cites work
 
Property / cites work: Optimal output feedback control for discrete‐time Markov jump linear system with input delay and packet losses / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games / rank
 
Normal rank
Property / cites work
 
Property / cites work: Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Matrix Riccati equations in control and systems theory / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stabilizability and positiveness of solutions of the jump linear quadratic problem and the coupled algebraic Riccati equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Simple Proof of Indefinite Linear-Quadratic Stochastic Optimal Control With Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite Linear Quadratic Mean Field Social Control Problems With Multiplicative Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Model predictive control of constrained Markovian jump nonlinear stochastic systems and portfolio optimization under market frictions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds / rank
 
Normal rank
Property / cites work
 
Property / cites work: An optimal pricing policy under a Markov chain model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear quadratic Nash differential games of stochastic singular systems with Markovian jumps / rank
 
Normal rank
Property / cites work
 
Property / cites work: Near-optimal control for a singularly perturbed linear stochastic singular system with Markovian jumping parameters / rank
 
Normal rank
Property / cites work
 
Property / cites work: Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection With Regime Switching: From Discrete-Time Models to Their Continuous-Time Limits / rank
 
Normal rank
Property / cites work
 
Property / cites work: Markowitz's Mean-Variance Portfolio Selection with Regime Switching: A Continuous-Time Model / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises / rank
 
Normal rank
Property / cites work
 
Property / cites work: The discounted method and equivalence of average criteria for risk-sensitive Markov decision processes on Borel spaces / rank
 
Normal rank
Property / cites work
 
Property / cites work: Local turnpike analysis using local dissipativity for discrete time discounted optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A new dissipativity condition for asymptotic stability of discounted economic MPC / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stability Analysis of Discrete-Time Infinite-Horizon Optimal Control With Discounted Cost / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stabilization with discounted optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stabilization of strictly dissipative discrete time systems with discounted optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for discrete-time stochastic control problem of mean-field type / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum principle for discrete-time stochastic optimal control problem and stochastic game / rank
 
Normal rank
Property / cites work
 
Property / cites work: Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal pension funding dynamics over infinite control horizon when stochastic rates of return are stationary / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal Dynamic Portfolio Selection: Multiperiod Mean-Variance Formulation / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1002/OCA.2991 / rank
 
Normal rank

Latest revision as of 18:15, 30 December 2024

scientific article; zbMATH DE number 7754975
Language Label Description Also known as
English
Stochastic optimal control problems of discrete‐time Markov jump systems
scientific article; zbMATH DE number 7754975

    Statements

    Stochastic optimal control problems of discrete‐time Markov jump systems (English)
    0 references
    0 references
    25 October 2023
    0 references
    discrete-time stochastic system
    0 references
    generalized Riccati difference equation
    0 references
    indefinite stochastic linear-quadratic control
    0 references
    Markov jump system
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references