Pages that link to "Item:Q2454166"
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The following pages link to Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166):
Displaying 12 items.
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type (Q2303968) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
