Pages that link to "Item:Q2117450"
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The following pages link to Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450):
Displaying 4 items.
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
- Constrained Monotone Mean-Variance Problem with Random Coefficients (Q6169625) (← links)
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)
