Pages that link to "Item:Q1741993"
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The following pages link to Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993):
Displaying 11 items.
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems (Q2057997) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- One kind of linear-quadratic zero-sum stochastic differential game with jumps (Q5863725) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
- Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (Q6598738) (← links)
