Linear-Exponential-Quadratic Gaussian Control
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Cited in
(20)- Linear-quadratic mean-field-type games: a direct method
- Some partially observed multi-agent linear exponential quadratic stochastic differential games
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- Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information
- Risk-sensitive mean field games via the stochastic maximum principle
- Some linear-quadratic stochastic differential games for equations in Hilbert spaces with fractional Brownian motions
- Non-linear quadratic gaussian control†
- Solvable stochastic differential games in rank one compact symmetric spaces
- scientific article; zbMATH DE number 6108121 (Why is no real title available?)
- Mu-synthesis using linear quadratic Gaussian controllers
- Bellman equations for scalar linear convex stochastic control problems
- Encounters with Martingales in Stochastic Control
- Risk‐sensitive stochastic maximum principle for forward‐backward systems involving impulse controls
- Risk-sensitive large-population linear-quadratic-Gaussian games with major and minor agents
- Weighted stochastic Riccati equations for generalization of linear optimal control
- Global maximum principle for partially observed risk-sensitive progressive optimal control of fbsde with Poisson jumps
- Optimal regulators for mean-field stochastic system with state-dependent weight costs
- LQG risk-sensitive single-agent and major-minor mean-field game systems: a variational framework
- Risk-sensitive singular control for stochastic recursive systems and Hamilton-Jacobi-Bellman inequality
- A risk-sensitive global maximum principle for controlled fully coupled FBSDEs with applications
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