Pages that link to "Item:Q2706144"
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The following pages link to Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs. II (Q2706144):
Displayed 8 items.
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Stochastic controls with terminal contingent conditions (Q1307260) (← links)
- On a class of rational matrix differential equations arising in stochastic control. (Q1426291) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157) (← links)
- A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
- Generalized Riccati equations arising in stochastic games (Q2496640) (← links)
- An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630) (← links)