Pages that link to "Item:Q2820185"
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The following pages link to Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185):
Displayed 50 items.
- Uncertain pursuit-evasion game (Q781300) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria (Q1713461) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Mean field linear-quadratic control: uniform stabilization and social optimality (Q2003788) (← links)
- Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints (Q2019991) (← links)
- Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Robust state-dependent mean-variance portfolio selection: a closed-loop approach (Q2049552) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Stochastic optimal control -- a concise introduction (Q2097682) (← links)
- Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
- Turnpike properties for stochastic linear-quadratic optimal control problems (Q2105894) (← links)
- On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games (Q2120728) (← links)
- LQ control of Itô stochastic system with asymmetric information (Q2122189) (← links)
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496) (← links)
- Backward-forward linear-quadratic mean-field Stackelberg games (Q2136674) (← links)
- Optimal control of stochastic singular affine systems with Markovian jumps (Q2157752) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Linear-quadratic mean field stochastic zero-sum differential games (Q2203038) (← links)
- Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents (Q2234290) (← links)
- A general stochastic maximum principle for mean-field controls with regime switching (Q2234325) (← links)
- Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
- The irregular linear quadratic control problem for deterministic case with time delay (Q2661904) (← links)
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance (Q2673512) (← links)
- Decentralized strategies for finite population linear-quadratic-Gaussian games and teams (Q2682327) (← links)
- Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators (Q2685237) (← links)
- Renegotiation and dynamic inconsistency: contracting with non-exponential discounting (Q2685861) (← links)
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
- Delayed Optimal Control of Stochastic LQ Problem (Q4588843) (← links)
- Time-Inconsistent Recursive Stochastic Optimal Control Problems (Q4599725) (← links)
- Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
- Controllability of Stochastic Game-Based Control Systems (Q4972757) (← links)
- $L^p$-theory of forward-backward stochastic differential equations (Q4989155) (← links)
- Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games (Q4992013) (← links)
- Robust linear quadratic mean field social control: A direct approach (Q4999520) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- The difference and unity of irregular LQ control and standard LQ control and its solution (Q4999609) (← links)
