Pages that link to "Item:Q2020318"
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The following pages link to Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318):
Displaying 5 items.
- Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
- Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)