Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591): Difference between revisions

@@ Property / cites work @@
+Q4006399
@@ Property / cites work: Q4006399 / rank @@
+Normal rank
@@ Property / cites work @@
+Linear Quadratic Optimal Stochastic Control with Random Coefficients
+Normal rank
@@ Property / cites work @@
+Q4171952
@@ Property / cites work: Q4171952 / rank @@
+Normal rank
@@ Property / cites work @@
+Stationary backward stochastic differential equations and associated partial differential equations
+Normal rank
@@ Property / cites work @@
+Stationary control of Brownian motion in several dimensions
+Normal rank
@@ Property / cites work @@
+Quadratic control for linear periodic systems
@@ Property / cites work: Quadratic control for linear periodic systems / rank @@
+Normal rank
@@ Property / cites work @@
+Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients
+Normal rank
@@ Property / cites work @@
+Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients
+Normal rank
@@ Property / cites work @@
+On the Backward Stochastic Riccati Equation in Infinite Dimensions
+Normal rank
@@ Property / cites work @@
+Q2741109
@@ Property / cites work: Q2741109 / rank @@
+Normal rank
@@ Property / cites work @@
+Multidimensional Backward Stochastic Riccati Equations and Applications
+Normal rank
@@ Property / cites work @@
+Stochastic Hamilton–Jacobi–Bellman Equations
@@ Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank @@
+Normal rank
@@ Property / cites work @@
+General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
+Normal rank
@@ Property / cites work @@
+Optimal Stationary Control of a Linear System with State-Dependent Noise
+Normal rank