Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993): Difference between revisions

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+Linear Matrix Inequalities in System and Control Theory
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
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+Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
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+General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients
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+Stochastic Hamilton–Jacobi–Bellman Equations
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+Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
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+Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon
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+General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
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+Necessary Conditions for Optimal Control of Stochastic Systems with Random Jumps
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+Equivalent cost functionals and stochastic linear quadratic optimal control problems
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