Pages that link to "Item:Q976280"
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The following pages link to Maximum principle for the stochastic optimal control problem with delay and application (Q976280):
Displaying 34 items.
- Linear-quadratic optimal control for discrete-time stochastic descriptor systems (Q2673379) (← links)
- Expected value based optimal control for discrete-time stochastic noncausal systems (Q2673535) (← links)
- Hurwicz criterion based optimal control model for uncertain descriptor systems with an application to industrial management (Q2691499) (← links)
- On the maximum principle for optimal control problems of stochastic Volterra integral equations with delay (Q2694470) (← links)
- <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub>control for stochastic systems with delay (Q2799295) (← links)
- Stabilization of Discrete-time Systems with Multiplicative Noise and Multiple Delays in the Control Variable (Q2799359) (← links)
- Maximum principle for optimal control problem of stochastic delay differential equations driven by fractional Brownian motions (Q2800470) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- Optimal control for discrete-time singular stochastic systems with input delay (Q2835508) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- A necessary and sufficient stabilization condition for discrete time-varying stochastic systems with multiplicative noise (Q3180182) (← links)
- Non-Linear Time-Advanced Backward Stochastic Partial Differential Equations With Jumps (Q3448335) (← links)
- A class of infinite-horizon stochastic delay optimal control problems and a viscosity solution to the associated HJB equation (Q4554108) (← links)
- Delayed Optimal Control of Stochastic LQ Problem (Q4588843) (← links)
- Anticipated backward stochastic variational inequalities with generalized reflection (Q4598554) (← links)
- Anticipated BSDEs driven by a single jump process (Q4607793) (← links)
- Stochastic maximum principle for delayed backward doubly stochastic control systems (Q4631804) (← links)
- A notion of viscosity solutions to second-order Hamilton–Jacobi–Bellman equations with delays (Q5043517) (← links)
- Anticipated backward stochastic differential equations and their applications to zero-sum stochastic differential games (Q5082980) (← links)
- Mean-field stochastic control with elephant memory in finite and infinite time horizon (Q5087041) (← links)
- Stochastic maximum principle for delayed doubly stochastic control systems and their applications (Q5113301) (← links)
- Mean-field optimal control problem of SDDES driven by fractional Brownian Motion (Q5122743) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- Conjugate duality in stochastic controls with delay (Q5233199) (← links)
- Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays (Q5280129) (← links)
- Necessary and sufficient conditions for near-optimality of stochastic delay systems (Q5375892) (← links)
- Finite horizon stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with discrete and distributed delays (Q5855333) (← links)
- Mean-field stochastic <i>H</i><sub>2</sub>/<i>H</i><sub>∞</sub> control with delay (Q5863734) (← links)
- Stochastic Control Problems with Unbounded Control Operators: Solutions Through Generalized Derivatives (Q5889015) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
- Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
- Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
- Solvability of general fully coupled forward–backward stochastic difference equations with delay and applications (Q6180268) (← links)
- Linear-Quadratic Stochastic Stackelberg Games of N Players for Time-Delay Systems and Related FBSDEs (Q6496380) (← links)