Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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Publication:4210184
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Cited in
(only showing first 100 items - show all)- Linear quadratic control problems of stochastic Volterra integral equations
- A linear quadratic model based on multistage uncertain random systems
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations
- Indefinite LQ problem for irregular singular systems
- Characterization of optimal feedback for stochastic linear quadratic control problems
- A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
- Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system
- Stochastic linear quadratic optimal control problems in infinite horizon
- High-order fully actuated system approaches. VIII: Optimal control with application in spacecraft attitude stabilisation
- Indefinite stochastic LQ control with cross term via semidefinite programming
- Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations
- Linear quadratic regulation for discrete-time systems with input delay and colored multiplicative noise
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games
- Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps
- Solution to stochastic LQR problem with multiple inputs
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions
- On the stochastic linear regulator problem for systems with infinite invariance
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
- Multiple-objective risk-sensitive control and its small noise limit
- Optimal control and stabilization for Itô systems with input delay
- Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
- Equilibrium controls in time inconsistent stochastic linear quadratic problems
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems
- Constrained stochastic LQ control with regime switching and application to portfolio selection
- Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
- Non-smooth analysis method in optimal investment-BSDE approach
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems
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- Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients
- Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises
- Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems
- Multiplicative stochastic systems: optimization and analysis
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
- Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance
- Decentralized hierarchical constrained convex optimization
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients
- Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Global adaptive regulation of stochastic high-order nonlinear systems with unknown control direction
- Indefinite stochastic optimal LQR control with cross term under IQ constraints.
- Optimistic value model of indefinite LQ optimal control for discrete-time uncertain systems
- Control variable parameterization and optimization method for stochastic linear quadratic models
- Sensitivity results in stochastic optimal control: a Lagrangian perspective
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging.
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
- Multiperiod mean-variance optimization with intertemporal restrictions
- Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights
- Dynamic optimization problems for mean-field stochastic large-population systems
- Uncertain optimal control of linear quadratic models with jump
- Optimal control for stochastic nonlinear singular system using neural networks
- Stochastic linear quadratic optimal control problems
- Constrained stochastic LQ control on infinite time horizon with regime switching
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
- Maximum principle for forward-backward doubly stochastic control systems and applications
- Stochastic linear quadratic optimal control problems with random coefficients
- Stochastic frequency characteristics
- Indefinite LQ optimal control for discrete-time uncertain systems
- Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks
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- Dynamic mean-variance portfolio selection with borrowing constraint
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system
- ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation
- On a class of rational matrix differential equations arising in stochastic control.
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability
- Stochastic problems of absolute stability
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations
- Discrete time LQG controls with control dependent noise
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems
- Necessary conditions in stochastic linear quadratic problems and their applications
- Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection
- Delayed optimal control of stochastic LQ problem
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- A mixed linear quadratic optimal control problem with a controlled time horizon
- On stochastic Riccati equations for the stochastic LQR problem
- The regular indefinite linear quadratic optimal control problem: stabilizable case
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes
- Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model
- The LMI approach for stabilizing of linear stochastic systems
- Stability analysis and optimal control of stochastic singular systems
- Stochastic affine quadratic regulator with applications to tracking control of quantum systems
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise
- A stochastic linear-quadratic problem with Lévy processes and its application to finance
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping.
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