Pages that link to "Item:Q4443032"
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The following pages link to Minimization of Risk and Linear Quadratic Optimal Control Theory (Q4443032):
Displayed 21 items.
- Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901) (← links)
- New proofs of some results on bounded mean oscillation martingales using backward stochastic differential equations (Q482796) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- Harmonic analysis of stochastic equations and backward stochastic differential equations (Q843710) (← links)
- A general linear quadratic stochastic control and information value (Q2166430) (← links)
- Long term average cost control problems without ergodicity (Q2171038) (← links)
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← links)
- On convergence to the exponential utility problem (Q2464849) (← links)
- Dynamic exponential utility indifference valuation (Q2572403) (← links)
- On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs (Q2680508) (← links)
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) (← links)
- The Mean-Variance Hedging of a Defaultable Option with Partial Information (Q3592751) (← links)
- Forward-Backward Stochastic Differential Equations and Linear-Quadratic Generalized Stackelberg Games (Q4554405) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- Change of filtrations and mean–variance hedging (Q5433511) (← links)
- (Q5868988) (← links)