Pages that link to "Item:Q4920257"
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The following pages link to Existence of Solutions to a Class of Indefinite Stochastic Riccati Equations (Q4920257):
Displaying 23 items.
- On the uniqueness of solutions to quadratic BSDEs with convex generators and unbounded terminal conditions: the critical case (Q255489) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← 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)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
- Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← 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)
- Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (Q3461687) (← links)
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) (← links)
- Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- An Optimal Feedback Control-Strategy Pair For Zero-Sum Linear-Quadratic Stochastic Differential Game: the Riccati Equation Approach (Q5502184) (← links)
- (Q5868988) (← links)
- Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case (Q6551500) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
