Stochastic LQ control with extra measurability restriction
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Publication:6595008
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Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Decentralized LQG Control With $d$-Step Delayed Information Sharing Pattern
- Discrete-time indefinite LQ control with state and control dependent noises
- Linear Quadratic Regulation and Stabilization of Discrete-Time Systems With Delay and Multiplicative Noise
- Linear quadratic regulation for discrete-time systems with input delay and colored multiplicative noise
- Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays
- On a Matrix Riccati Equation of Stochastic Control
- Optimal Decentralized Control With Asymmetric One-Step Delayed Information Sharing
- Optimal output tracking control and stabilization of networked control systems with packet losses
- Some thoughts on rational expectations models, and alternate formulations
- The Solution of Linear Difference Models under Rational Expectations
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