Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control
From MaRDI portal
Publication:2287586
Recommendations
- Mixed optimal control of forward-backward stochastic system
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
Cites work
- A kind of LQ non-zero sum differential game of backward stochastic differential equation with asymmetric information
- A Markov jump model approach to reliable event-triggered retarded dynamic output feedback \(\mathcal{H}_\infty\) control for networked systems
- A maximum principle for partial information backward stochastic control problems with applications
- A partial information non-zero sum differential game of backward stochastic differential equations with applications
- A Pontryagin's Maximum Principle for Non-Zero Sum Differential Games of BSDEs with Applications
- Adapted solution of a backward stochastic differential equation
- Ambiguity, Risk, and Asset Returns in Continuous Time
- An asymmetric information non-zero sum differential game of mean-field backward stochastic differential equation with applications
- An introduction to optimal control of FBSDE with incomplete information
- An Introductory Approach to Duality in Optimal Stochastic Control
- Backward Stochastic Differential Equations in Finance
- Efficient and equilibrium allocations with stochastic differential utility
- Finite-time stability and stabilization for Itô-type stochastic Markovian jump systems with generally uncertain transition rates
- Finite-time synchronization for complex dynamic networks with semi-Markov switching topologies: an \(H_\infty\) event-triggered control scheme
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
- Linear-quadratic control of backward stochastic differential equations
- Mixed H_/passive sampled-data synchronization control of complex dynamical networks with distributed coupling delay
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Numerical algorithms for backward stochastic differential equations with 1-d Brownian motion: convergence and simulations
- Optimal control problem of backward stochastic differential delay equation under partial information
- Quantitative mean square exponential stability and stabilization of stochastic systems with Markovian switching
- Slow State Variables Feedback Stabilization for Semi-Markov Jump Systems With Singular Perturbations
- Stochastic controls with terminal contingent conditions
- Stochastic Differential Utility
Cited in
(9)- A general linear quadratic stochastic control and information value
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs
- Pareto-based Stackelberg differential game for stochastic systems with multi-followers
- Mixed optimal control of forward-backward stochastic system
- Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
- Partially observed mean-field Stackelberg stochastic differential game with two followers
- Linear quadratic optimal control problems of infinite-dimensional mean-field type with jumps
- LQ control of system governed by backward stochastic difference equations and applications
- Infinite-horizon BSDE approach for exponential stabilization of discrete-time stochastic system
This page was built for publication: Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2287586)
