Pages that link to "Item:Q3566978"
From MaRDI portal
The following pages link to Infinite Horizon and Ergodic Optimal Quadratic Control for an Affine Equation with Stochastic Coefficients (Q3566978):
Displayed 12 items.
- On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise (Q469638) (← links)
- Anticipated mean-field backward stochastic differential equations with jumps (Q829818) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622) (← links)
- A global maximum principle for stochastic optimal control problems with delay and applications (Q2243004) (← links)
- A second-order maximum principle for singular optimal controls with recursive utilities of stochastic delay systems (Q2335461) (← links)
- Linear-quadratic optimal control under non-Markovian switching (Q4607794) (← links)
- Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- Analytical and numerical solutions to ergodic control problems arising in environmental management (Q6066349) (← links)
- Infinite horizon Stackelberg differential games with random coefficients under control input constraint (Q6130791) (← links)