Pages that link to "Item:Q1670373"
From MaRDI portal
The following pages link to Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373):
Displaying 11 items.
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
- Turnpike properties for stochastic linear-quadratic optimal control problems (Q2105894) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
- A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- Strongly continuous quasi semigroups in optimal control problems for non-autonomous systems (Q5164648) (← links)
