Pages that link to "Item:Q2240821"
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The following pages link to Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821):
Displaying 9 items.
- Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327) (← links)
- Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (Q4992013) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
- 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)
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)