Optimal control for a linear quadratic problem with a stochastic time scale
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Cited in
(12)- Stochastic linear quadratic control problem on time scales
- Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
- Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients
- A mixed linear quadratic optimal control problem with a controlled time horizon
- On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost
- scientific article; zbMATH DE number 3886636 (Why is no real title available?)
- scientific article; zbMATH DE number 7401810 (Why is no real title available?)
- The linear-Quadratic Control Problem Revisited
- From calendar time to business time: the case of commodity markets
- Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales
- Hamilton-Jacobi theory over time scales and applications to linear-quadratic problems
- Linear quadratic optimal control: From determininstic to stochastic cases
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