A linear-quadratric control problem with discretionary stopping
From MaRDI portal
Publication:2467048
Recommendations
- A mixed optimal stopping and control problem for linear stochastic systems under quadratic costs
- scientific article; zbMATH DE number 3942311
- On discrete-time linear quadratic control
- On a problem of quasi-static optimization with discrete controls
- Stochastic linear quadratic optimal control problem: from discrete to continuous time
- Linear quadratic stochastic control problems with stochastic terminal constraint
- Linearly-quadratic problem of stochastic control
- Stochastic linear quadratic optimal control with constraint for discrete-time systems
- A deterministic linear quadratic time-inconsistent optimal control problem
- Generalized Linear-Quadratic Problems of Deterministic and Stochastic Optimal Control in Discrete Time
Cited in
(4)- Variational inequalities for leavable bounded-velocity control
- Existence and uniqueness of viscosity solutions for nonlinear variational inequalities associated with mixed control
- A singular control problem with discretionary stopping for geometric Brownian motions
- A mixed optimal stopping and control problem for linear stochastic systems under quadratic costs
This page was built for publication: A linear-quadratric control problem with discretionary stopping
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2467048)