Mixed optimal control for discrete-time stochastic systems with random coefficients
From MaRDI portal
Publication:2107622
Recommendations
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
- Optimal control of discrete-time stochastic systems
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Mixed optimal control of forward-backward stochastic system
- scientific article; zbMATH DE number 6481331
- scientific article; zbMATH DE number 3976920
- scientific article; zbMATH DE number 530006
- Optimal control of a discrete-time stochastic system with a probabilistic criterion and a non-fixed terminal time
- scientific article; zbMATH DE number 4095365
- Control of discrete-time hybrid stochastic systems
Cites work
- scientific article; zbMATH DE number 3181381 (Why is no real title available?)
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A Counterexample in Stochastic Optimum Control
- Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon
- Control for networked control systems with remote and local controllers over unreliable communication channel
- Elements for a theory of teams
- Enlargement Methods for Computing the Inverse Matrix
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays
- General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
- Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients
- Linear Quadratic Optimal Stochastic Control with Random Coefficients
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Linear quadratic regulation for discrete-time systems with input delay and colored multiplicative noise
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- On a Matrix Riccati Equation of Stochastic Control
- Optimal Control for Stochastic Systems With Multiple Controllers of Different Information Structures
- Optimal Control of DC Pension Plan Management under Two Incentive Schemes
- Quadratic Hedging and Mean-Variance Portfolio Selection with Random Parameters in an Incomplete Market
- Sufficient Statistics for Linear Control Strategies in Decentralized Systems With Partial History Sharing
- Team Decision Problems
- Team decision theory and information structures in optimal control problems--Part I
Cited in
(4)- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients
- Mixed optimal control of forward-backward stochastic system
- scientific article; zbMATH DE number 1059819 (Why is no real title available?)
This page was built for publication: Mixed optimal control for discrete-time stochastic systems with random coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2107622)