Q5868988 (Q5868988): Difference between revisions

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+Q3849137
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+On a Matrix Riccati Equation of Stochastic Control
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+Q4742672
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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+Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
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+Stochastic linear quadratic optimal control problems
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+Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II
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+Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations
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+Indefinite Stochastic Riccati Equations
@@ Property / cites work: Indefinite Stochastic Riccati Equations / rank @@
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+Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
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+Minimization of Risk and Linear Quadratic Optimal Control Theory
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+Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations
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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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+Dynamic Programming for General  Linear Quadratic Optimal Stochastic Control with Random Coefficients
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+Q4255599
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+Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points
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+Characterization of optimal feedback for stochastic linear quadratic control problems
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+A financial market with interacting investors: does an equilibrium exist?
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+Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales
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+Mean-variance hedging in continuous time
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