Pages that link to "Item:Q4016759"

The following pages link to Some Remarks on the Riccati Equation Arising in an Optimal Control Problem with State- and Control-Dependent Noise (Q4016759):

Displayed 13 items.

• Optimal control for stochastic delay evolution equations (Q315766) ‎ (← links)
• Backward stochastic Riccati equations and infinite horizon L-Q optimal control with infinite dimensional state space and random coefficients (Q946222) ‎ (← links)
• Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. (Q1413195) ‎ (← links)
• Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) ‎ (← links)
• Generalized Riccati equations arising in stochastic games (Q2496640) ‎ (← links)
• On an infinite dimensional perturbed Riccati differential equation arising in stochastic control (Q2566761) ‎ (← links)
• The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) ‎ (← links)
• Hautus condition for the pathwise stabilizability of an infinite dimensional stochastic system (Q4314528) ‎ (← links)
• Linear-quadratic optimal control under non-Markovian switching (Q4607794) ‎ (← links)
• Stochastic LQ Control and Associated Riccati Equation of PDEs Driven by State- and Control-Dependent White Noise (Q5037498) ‎ (← links)
• Stochastic maximum principle for optimal control of SPDEs (Q5920294) ‎ (← links)
• Null controllability of an infinite dimensional SDE with state- and control-dependent noise (Q5958430) ‎ (← links)
• The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) ‎ (← links)