Pages that link to "Item:Q1941253"
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The following pages link to Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253):
Displaying 29 items.
- Linear quadratic regulation problem for discrete-time systems with multi-channel multiplicative noise (Q254715) (← links)
- Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems (Q346624) (← links)
- The LMI approach for stabilizing of linear stochastic systems (Q361645) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Stability of Markov jump systems with quadratic terms and its application to RLC circuits (Q509502) (← links)
- \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise (Q1640764) (← links)
- A new integral sliding mode design method for nonlinear stochastic systems (Q1640767) (← links)
- Robust stabilization subject to structured uncertainties and mean power constraint (Q1642189) (← links)
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps (Q1660639) (← links)
- Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach (Q1677236) (← links)
- Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases (Q1719458) (← links)
- Nonfragile \(H_\infty\) control for stochastic systems with Markovian jumping parameters and random packet losses (Q1725312) (← links)
- Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems (Q1733582) (← links)
- Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems (Q1793265) (← links)
- Asset allocation for a DC pension fund with stochastic income and mortality risk: a multi-period mean-variance framework (Q2015477) (← links)
- Maximum principle for discrete-time stochastic optimal control problem and stochastic game (Q2119451) (← links)
- Non-zero sum differential game for stochastic Markovian jump systems with partially unknown transition probabilities (Q2235377) (← links)
- Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises (Q2282139) (← links)
- Optimal portfolio execution problem with stochastic price impact (Q2288736) (← links)
- State estimation and sliding mode control for semi-Markovian jump systems with mismatched uncertainties (Q2342561) (← links)
- Multi-period defined contribution pension funds investment management with regime-switching and mortality risk (Q2374101) (← links)
- Dynamic mean-variance asset allocation with stochastic interest rate and inflation rate (Q2515275) (← links)
- Survey on multi-period mean-variance portfolio selection model (Q2676167) (← links)
- Robust stochastic stability of uncertain discrete-time impulsive Markovian jump delay systems with multiplicative noises (Q2792959) (← links)
- Quadratic stabilizability and<i>H</i><sub><i>∞</i></sub>control of linear discrete-time stochastic uncertain systems (Q2970869) (← links)
- Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Equilibrium multi-agent model with heterogeneous views on fundamental risks (Q6192948) (← links)
