Pages that link to "Item:Q2706144"

The following pages link to Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (Q2706144):

Displaying 44 items.

• Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
• Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
• Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
• Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
• \(H_2/H_\infty\) control problems of backward stochastic systems (Q890637) (← links)
• Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
• Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays (Q1049128) (← links)
• Stochastic controls with terminal contingent conditions (Q1307260) (← links)
• On a class of rational matrix differential equations arising in stochastic control. (Q1426291) (← links)
• Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
• Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
• Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
• Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
• Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
• Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157) (← links)
• A Stackelberg game of backward stochastic differential equations with partial information (Q2070546) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• A Stackelberg game of backward stochastic differential equations with applications (Q2221216) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)
• Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
• Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems (Q2331469) (← links)
• Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
• Generalized Riccati equations arising in stochastic games (Q2496640) (← links)
• Stochastic linear quadratic control problem on time scales (Q2662994) (← links)
• Indefinite risk-sensitive control (Q2681175) (← links)
• Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185) (← links)
• Guaranteed cost control of uncertain discrete-time singular Markov jump systems with indefinite quadratic cost (Q3000467) (← links)
• Optimal control of linear stochastic evolution equations in Hilbert spaces and uniform observability (Q3070126) (← links)
• An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630) (← links)
• Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
• Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
• General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
• (Q5868988) (← links)
• On Optimal Linear Regulator with Polynomial Process of External Excitations (Q5883332) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
• A singular linear quadratic time-inconsistent optimal control problem (Q6131019) (← links)
• Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
• Robust backward linear-quadratic differential game and team: a soft-constraint analysis (Q6174053) (← links)
• Mean-variance portfolio selection under no-shorting rules: a BSDE approach (Q6174059) (← links)
• Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)
• Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)