The following pages link to (Q3485689):
Displaying 5 items.
- A stochastic maximum principle with dissipativity conditions (Q255511) (← links)
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- Necessary first-order and second-order optimality conditions in discrete-time stochastic systems (Q2322365) (← links)
- The maximum principle for the nonlinear stochastic optimal control problem of switching systems (Q2392780) (← links)
- Stochastic singular optimal control problem of switching systems with constraints (Q5964473) (← links)