Linear quadratic Pareto game of the stochastic systems in infinite horizon
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- Necessary and sufficient conditions for Pareto optimal solutions of cooperative differential games
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- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
- Necessary/sufficient conditions for Pareto optimum in cooperative difference game
- Pareto Optimal Strategy for Stochastic Weakly Coupled Large Scale Systems With State Dependent System Noise
- Pareto optimality in infinite horizon linear quadratic differential games
- Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon
- The regular convex cooperative linear quadratic control problem
Cited in
(15)- Infinite horizon linear quadratic Pareto game of the stochastic singular systems
- Pareto efficiency of finite horizon switched linear quadratic differential games
- Finite horizon linear quadratic dynamic games for discrete-time stochastic systems with $N$-players
- Necessary and sufficient conditions for Pareto optimality of the stochastic systems in finite horizon
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon
- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
- Necessary/sufficient conditions for Pareto optimality in finite horizon mean-field type stochastic differential game
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers
- H_ constraint Pareto optimal strategy for stochastic LPV systems
- Infinite horizon linear-quadratic Stackelberg games for discrete-time stochastic systems
- Pareto optimality in infinite horizon linear quadratic differential games
- On a constrained infinite-time horizon linear quadratic game
- Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps
- \(H_{\infty}\) constraint Pareto optimal control for discrete-time Markov jump linear stochastic systems in finite horizon
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