Pages that link to "Item:Q888784"

The following pages link to A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784):

Displaying 46 items.

• Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems (Q346624) (← links)
• Non-exponential discounting portfolio management with habit formation (Q828997) (← links)
• Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
• Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118) (← links)
• Pareto-based guaranteed cost control of the uncertain mean-field stochastic systems in infinite horizon (Q1642223) (← links)
• Finite horizon mean-field stochastic \(H_2/H_\infty\) control for continuous-time systems with \((x,v)\)-dependent noise (Q1660787) (← links)
• Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems (Q1661837) (← links)
• Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
• An optimal control problem for mean-field forward-backward stochastic differential equation with noisy observation (Q1678616) (← links)
• Study on stability and stabilizability of discrete-time mean-field stochastic systems (Q1730074) (← links)
• Finite-time guaranteed cost control for uncertain mean-field stochastic systems (Q1989293) (← links)
• Mean-field linear-quadratic stochastic differential games (Q2040124) (← links)
• Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game (Q2041400) (← links)
• A maximum principle for mean-field stochastic control system with noisy observation (Q2071981) (← links)
• Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
• Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Mean-field type FBSDEs in a domination-monotonicity framework and LQ multi-level Stackelberg games (Q2096188) (← links)
• Turnpike properties for stochastic linear-quadratic optimal control problems (Q2105894) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
• Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
• Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
• A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises (Q2358293) (← links)
• A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
• Feedback Stackelberg strategies for the discrete-time mean-field stochastic systems in infinite horizon (Q2423902) (← links)
• Maximum principle for delayed stochastic mean-field control problem with state constraint (Q2668425) (← links)
• Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems (Q2820185) (← links)
• <i>H</i>_<i>∞</i>Control for Continuous-Time Mean-Field Stochastic Systems (Q2828474) (← links)
• Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
• Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
• Preview control for a class of linear stochastic systems with multiplicative noise (Q5025849) (← links)
• A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814) (← links)
• A mean-field stochastic linear-quadratic optimal control problem with jumps under partial information (Q5097299) (← links)
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
• Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps (Q5194896) (← links)
• Mean‐field games for multiagent systems with multiplicative noises (Q5212467) (← links)
• Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems (Q5859519) (← links)
• Maximum principle for mean-field SDEs under model uncertainty (Q6043155) (← links)
• Discrete-time mean-field stochastic control with partial observations (Q6072100) (← links)
• Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps (Q6136530) (← links)
• A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
• Stackelberg game approach to mixed stochastic \(H_2 /H_{\infty}\) control for mean-field jump-diffusions systems (Q6142539) (← links)
• Irregular LQG optimal control problem involving multiplicative noise (Q6161377) (← links)
• Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
• Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems (Q6198086) (← links)