Pages that link to "Item:Q4442976"
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The following pages link to Indefinite Stochastic Riccati Equations (Q4442976):
Displaying 24 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901) (← links)
- A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- On one-dimensional Riccati diffusions (Q1737966) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Stochastic maximum principle in the mean-field controls (Q1941259) (← links)
- A perturbation analysis of stochastic matrix Riccati diffusions (Q2179615) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- On the stability of matrix-valued Riccati diffusions (Q2274203) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185) (← links)
- Investment with Sequence Losses in an Uncertain Environment and Mean-Variance Hedging (Q3423695) (← links)
- (Q5868988) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- On the mathematical theory of ensemble (linear-Gaussian) Kalman-Bucy filtering (Q6050120) (← links)
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← 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)
