Pages that link to "Item:Q5573782"
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The following pages link to On a Matrix Riccati Equation of Stochastic Control (Q5573782):
Displaying 50 items.
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Stabilization of continuous-time systems against stochastic network uncertainties: fundamental variance bounds (Q2070022) (← links)
- Optimal control and stabilization for Itô systems with input delay (Q2070026) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
- Statistical arbitrage for multiple co-integrated stocks (Q2152592) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Unique non-negative definite solution of the time-varying algebraic Riccati equations with applications to stabilization of LTV systems (Q2168106) (← links)
- Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327) (← links)
- An extended block Golub-Kahan algorithm for large algebraic and differential matrix Riccati equations (Q2179063) (← links)
- Error covariance bounds for suboptimal filters with Lipschitzian drift and Poisson-sampled measurements (Q2208601) (← links)
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games (Q2235433) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- Asymmetric information control for stochastic systems with different intermittent observations (Q2246026) (← links)
- Minimax control in substate space of a system with process uncertainty (Q2264980) (← links)
- Asymptotics of the probability minimizing a ``down-side'' risk (Q2268722) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Almost automorphy and Riccati equation (Q2281294) (← links)
- A novel iterative algorithm for solving coupled Riccati equations (Q2284060) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- Solving linear and quadratic random matrix differential equations: a mean square approach (Q2293794) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← links)
- Decentralized hierarchical constrained convex optimization (Q2303528) (← links)
- On long term investment optimality (Q2318095) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- Optimal control for stochastic nonlinear singular system using neural networks (Q2389696) (← links)
- Solution to stochastic LQR problem with multiple inputs (Q2398843) (← links)
- A linear quadratic model based on multistage uncertain random systems (Q2415113) (← links)
- Uncertain optimal control of linear quadratic models with jump (Q2450483) (← links)
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
- Discrete bilinear stochastic systems with time-varying delay: Stability analysis and control synthesis (Q2468084) (← links)
- A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
- An Arnoldi based algorithm for large algebraic Riccati equations (Q2488730) (← links)
- Generalized Riccati equations arising in stochastic games (Q2496640) (← links)
- Robust energy-to-peak filter design for stochastic time-delay systems (Q2504636) (← links)
- Discussion on: ``On the continuous time-varying JLQ problem'' (Q2511903) (← links)
- Discussion on: ``An algorithm for solving a perturbed algebraic Riccati equation'' (Q2511945) (← links)
- Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks (Q2518641) (← links)
- Optimal stochastic control (Q2529522) (← links)
- Function space approach to a class of stochastic optimal control problems (Q2534270) (← links)
- On the matrix Riccati equation (Q2542892) (← links)
- On nonnegative definite solutions to matrix quadratic equations (Q2553336) (← links)
- Analysis of a discrete matrix Riccati equation of linear control and Kalman filtering (Q2559196) (← links)
- On an infinite dimensional perturbed Riccati differential equation arising in stochastic control (Q2566761) (← links)
- A controllable linear stochastic system with delay in the information feedback channel (Q2641276) (← links)
