Pages that link to "Item:Q5252510"
From MaRDI portal
The following pages link to Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510):
Displaying 27 items.
- Stochastic minimum-energy control (Q888813) (← links)
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Optimal controls of stochastic differential equations with jumps and random coefficients: stochastic Hamilton-Jacobi-Bellman equations with jumps (Q2096949) (← 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)
- Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
- The Cauchy problem of backward stochastic super-parabolic equations with quadratic growth (Q2296124) (← links)
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240) (← links)
- Stability Properties of Systems of Linear Stochastic Differential Equations with Random Coefficients (Q4628336) (← links)
- The Existence and Uniqueness of Viscosity Solution to a Kind of Hamilton--Jacobi--Bellman Equation (Q4972762) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- Dynamic programming principle and Hamilton-Jacobi-Bellman equation under nonlinear expectation (Q5864584) (← links)
- (Q5868988) (← links)
- Multi-dimensional backward stochastic differential equations of diagonally quadratic generators (Q5965370) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (Q6100435) (← links)
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)
- Two-stage stochastic optimal control problem under \(G\)-expectation (Q6577537) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- The relationship between maximum principle and dynamic programming principle for stochastic recursive control problem with random coefficients (Q6652886) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
