The stochastic linear quadratic control problem with singular estimates
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Cited in
(18)- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems
- Singular Stochastic Control Problems Solved by a Sparse Simplex Method
- A concise introduction to control theory for stochastic partial differential equations
- Singular infinite horizon linear-quadratic optimal control problem for systems with known disturbances: a regularization approach
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems
- A stochastic Riccati equation for a hyperbolic-like system with point and boundary control
- A splitting/polynomial chaos expansion approach for stochastic evolution equations
- Linear quadratic optimal control problems for stochastic evolution equations in infinite horizon
- The Stochastic LQR Optimal Control with Fractional Brownian Motion
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions
- Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations
- Some Analytic Aspects of the Linear-Programming Approach to the Numerical Solution of Singular Stochastic Control Problems
- Data-driven control for stochastic linear-quadratic optimal problem with completely unknown dynamics
- Linear quadratic Pareto optimal control problem of stochastic singular systems
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
- Fourier-splitting method for solving hyperbolic LQR problems
- Stochastic linear quadratic optimal control problems for stochastic evolution equations with unbounded control operator
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