Stochastic minimum-energy control (Q888813)

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Language	Label	Description	Also known as
English	Stochastic minimum-energy control	scientific article

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scholarly article

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Stochastic minimum-energy control (English)

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zbMATH Open document ID

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10.1016/j.sysconle.2015.08.012

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Systems \& Control Letters

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publication date

2 November 2015

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full work available at URL

https://arxiv.org/abs/1410.3150

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Mathematics Subject Classification ID

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zbMATH DE Number

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zbMATH Keywords

exact controllability

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minimum-energy control

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Hamiltonian system

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MaRDI profile type

MaRDI publication profile

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Controllability of stochastic linear systems

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Controllability of linear stochastic systems

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Stochastic controllability and minimum energy control of systems with multiple delays in control

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BSDEs with general filtration driven by Lévy processes, and an application in stochastic controllability

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Linear Backward Stochastic Differential Equations of Descriptor Type: Regular Systems

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On a Matrix Riccati Equation of Stochastic Control

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Linear Quadratic Optimal Stochastic Control with Random Coefficients

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Stochastic Hamilton–Jacobi–Bellman Equations

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General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations

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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

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Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients

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Stochastic controllability of linear systems with delay in control

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Stochastic Controllability of Linear Systems With State Delays

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Risk-neutral valuation. Pricing and hedging of financial derivatives.

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Two methods for optimal investment with trading strategies of finite variation

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\(H_\infty\) control and estimation of state-multiplicative linear systems.

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On controllability for stochastic control systems when the coefficient is time-variant

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Infinite horizon backward stochastic differential equation and exponential convergence index assignment of stochastic control systems

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The existence of a continuous basis of a certain linear subspace of $E\sb{r}$ which depends on a parameter

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Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls

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Linear forward-backward stochastic differential equations

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Linear forward-backward stochastic differential equations with random coefficients

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Sitelinks

Mathematics(1 entry)

mardi Publication:888813

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