Optimal regulators for a class of nonlinear stochastic systems (Q6040970): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Linear Quadratic Optimal Stochastic Control with Random Coefficients / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II / rank
 
Normal rank
Property / cites work
 
Property / cites work: A Theory of the Term Structure of Interest Rates / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4143094 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical methods in robust control of linear stochastic systems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Existence and Uniqueness of a Solution for Stochastic Equations with Respect to Semimartingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic minimum-energy control / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal stochastic regulators with state-dependent weights / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite Stochastic Riccati Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Voltage control for uncertain stochastic nonlinear system with application to energy Internet: non-fragile robust \(H_{\infty}\) approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Contributions to the theory of time-optimal control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A separation theorem for nonlinear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stratonovich and Ito Stochastic Taylor Expansions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4211565 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stabilization control for Itô stochastic system with indefinite state and control weight costs / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights / 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 Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Hamilton–Jacobi–Bellman Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3231532 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation / 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: Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls / rank
 
Normal rank
Property / cites work
 
Property / cites work: Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic calculus for finance. II: Continuous-time models. / rank
 
Normal rank
Property / cites work
 
Property / cites work: General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients / 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: Q5645271 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations / rank
 
Normal rank
Property / cites work
 
Property / cites work: Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4255599 / rank
 
Normal rank

Latest revision as of 04:57, 1 August 2024

scientific article; zbMATH DE number 7688989
Language Label Description Also known as
English
Optimal regulators for a class of nonlinear stochastic systems
scientific article; zbMATH DE number 7688989

    Statements

    Optimal regulators for a class of nonlinear stochastic systems (English)
    0 references
    0 references
    0 references
    25 May 2023
    0 references
    optimal control
    0 references
    nonlinear stochastic systems
    0 references
    square-root nonlinearity
    0 references
    optimal investment
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers