Pages that link to "Item:Q1760858"
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The following pages link to Delayed stochastic linear-quadratic control problem and related applications (Q1760858):
Displaying 16 items.
- Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- Systemic risk and stochastic games with delay (Q1626502) (← links)
- Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420) (← links)
- Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
- Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
- Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
- Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
- Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
- Linear quadratic regulation for discrete-time systems with state delays and multiplicative noise (Q2994222) (← links)
- Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays (Q5280129) (← links)
- A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
