Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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Publication:4210184
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- 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
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- 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
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon
- Time-inconsistent linear quadratic optimal control problem for forward-backward stochastic differential equations
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- Gradient dynamic optimization with Legendre chaos
- Optimal stochastic regulators with state-dependent weights
- A stochastic maximum principle for linear quadratic problem with nonconvex control domain
- Bounds on mean variance hedging in jump diffusion
- Weighted stochastic Riccati equations for generalization of linear optimal control
- Hurwicz model of uncertain linear quadratic optimal control with jump
- Optimal bounded noisy feedback control for damping random vibrations
- Energy-based stochastic control of neural mass models suggests time-varying effective connectivity in the resting state
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
- Discrete-time indefinite mean field linear quadratic games with multiplicative noise
- Indefinite LQ optimal control for stochastic Takagi-Sugeno fuzzy system under sensor data scheduling: finite-horizon case
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
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- Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost
- Irregular LQG optimal control problem involving multiplicative noise
- Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations
- On the stochastic linear quadratic control problem with piecewise constant admissible controls
- Statistically consistent inverse optimal control for discrete-time indefinite linear-quadratic systems
- On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales
- Discounted cost linear quadratic Gaussian control for descriptor systems
- Turnpike properties for stochastic linear-quadratic optimal control problems with periodic coefficients
- Design of a new linear quadratic stochastic optimal controller
- Indefinite risk-sensitive control
- Optimal regulators for a class of nonlinear stochastic systems
- A multiagent transfer function neuroapproach to solve fuzzy Riccati differential equations
- Polynomial mixture method of solving ordinary differential equations
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients
- The difference and unity of irregular LQ control and standard LQ control and its solution
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application
- An extension of the algebraic Riccati equation for the stationary control problem without stabilizability condition
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps
- Stabilization control for Itô stochastic system with indefinite state and control weight costs
- On the Matrix EquationX = Q − S∗X†S
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states
- A numerical method for solving stochastic linear quadratic problem with a finance application
- Linear-quadratic optimal control problems of state delay systems under full and partial information
- Mean-variance portfolio selection under no-shorting rules: a BSDE approach
- A singular linear quadratic time-inconsistent optimal control problem
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients
- Note on free endpoint stochastic optimal regulator
- Linear quadratic optimal regulation for multiplicative noise systems with special terminal penalty
- Stochastic maximum principle for hybrid optimal control problems under partial observation
- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients
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