General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595): Difference between revisions

From MaRDI portal
Importer (talk | contribs)
Changed an Item
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Conjugate convex functions in optimal stochastic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal control for controllable stochastic linear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear quadratic mean-field-game of backward stochastic differential systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3878440 / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Control of Backward Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear quadratic optimal control problems for mean-field backward stochastic differential equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Forward-backward stochastic differential equations and their applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Adapted solution of a backward stochastic differential equation / rank
 
Normal rank
Property / cites work
 
Property / cites work: Continuous-time stochastic control and optimization with financial applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3096569 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-quadratic optimal control for backward stochastic differential equations with random coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information / 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: On a Matrix Riccati Equation of Stochastic Control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Backward Stochastic Differential Equations / rank
 
Normal rank

Latest revision as of 05:42, 29 July 2024

scientific article; zbMATH DE number 7538053
Language Label Description Also known as
English
General indefinite backward stochastic linear-quadratic optimal control problems
scientific article; zbMATH DE number 7538053

    Statements

    General indefinite backward stochastic linear-quadratic optimal control problems (English)
    0 references
    0 references
    0 references
    0 references
    8 June 2022
    0 references
    backward stochastic differential equation
    0 references
    linear-quadratic
    0 references
    optimal control
    0 references
    Riccati equation
    0 references
    nonhomo-geneous term
    0 references

    Identifiers