Pages that link to "Item:Q4506837"

The following pages link to Stochastic optimal LQR control with integral quadratic constraints and indefinite control weights (Q4506837):

Displaying 27 items.

• Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
• Stability analysis and optimal control of stochastic singular systems (Q742403) (← links)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Discrete time LQG controls with control dependent noise (Q1285495) (← 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)
• Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
• Indefinite stochastic optimal LQR control with cross term under IQ constraints. (Q1880480) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Linear quadratic optimal control problems with fixed terminal states and integral quadratic constraints (Q2019991) (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
• Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
• The irregular linear quadratic control problem for deterministic case with time delay (Q2661904) (← links)
• Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185) (← links)
• Quadratic and<i>H</i>_∞switching control for discrete-time linear systems with multiplicative noises (Q2938606) (← links)
• Trajectory Planning for Systems with a Multiplicative Stochastic Uncertainty (Q4651174) (← links)
• Backward Stackelberg Differential Game with Constraints: A Mixed Terminal-Perturbation and Linear-Quadratic Approach (Q5081091) (← links)
• The Norm Optimal Control Problem for Stochastic Linear Control Systems (Q5250292) (← links)
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
• Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863) (← links)
• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
• Discrete‐time mean field social control with a major agent (Q6081038) (← 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)
• Mean field social control for production output adjustment with noisy sticky prices (Q6581711) (← links)
• Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)