Pages that link to "Item:Q4506995"
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The following pages link to On nearly optimal controls of hybrid LQG problems (Q4506995):
Displaying 19 items.
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs (Q814013) (← links)
- Euler-Maruyama approximations in mean-reverting stochastic volatility model under regime-switching (Q937465) (← links)
- Balanced realizations of regime-switching linear systems (Q998619) (← links)
- Asymptotic properties of a singularly perturbed Markov chain with inclusion of transient states. (Q1884830) (← links)
- Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
- Optimal control of stochastic singular affine systems with Markovian jumps (Q2157752) (← links)
- BSDEs with regime switching: weak convergence and applications (Q2257512) (← links)
- NEARLY OPTIMAL CONTROL OF NONLINEAR MARKOVIAN SYSTEMS SUBJECT TO WEAK AND STRONG INTERACTIONS (Q2746373) (← links)
- Moderate deviations for time-varying dynamic systems driven by non-homogeneous Markov chains with Two-time Scales (Q2875281) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Bounds of ruin probability for regime-switching models using time scale separation (Q3440848) (← links)
- Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506) (← links)
- Control of singularly perturbed Markov chains: A numerical study (Q4461777) (← links)
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems (Q5126412) (← links)
- Near-optimal mean–variance controls under two-time-scale formulations and applications (Q5410807) (← links)
- Asymptotically optimal controls of hybrid linear quadratic regulators in discrete time. (Q5960312) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
