Pages that link to "Item:Q2045127"
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The following pages link to Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127):
Displayed 10 items.
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- Mean-field backward stochastic differential equations driven by fractional Brownian motion (Q2044792) (← links)
- Backward doubly stochastic Volterra integral equations and their applications (Q2189775) (← links)
- Mixed linear quadratic stochastic differential leader-follower game with input constraint (Q2238958) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems (Q5026563) (← links)
- General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
- Forward-backward doubly stochastic systems and classical solutions of path-dependent stochastic PDEs (Q6170741) (← links)
