Pages that link to "Item:Q4210184"

The following pages link to Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs (Q4210184):

Displaying 50 items.

• Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157) (← links)
• Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps (Q1937767) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Indefinite LQ control for discrete-time stochastic systems via semidefinite programming (Q1955065) (← links)
• Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
• Pareto optimal strategy for linear stochastic systems with \(H_\infty\) constraint in finite horizon (Q1999198) (← links)
• Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system (Q2045127) (← links)
• Optimal control and stabilization for Itô systems with input delay (Q2070026) (← links)
• Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon (Q2078133) (← links)
• Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
• Existence, uniqueness, and stability of uncertain delay differential equations with \(V\)-jump (Q2119526) (← links)
• Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327) (← links)
• \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications (Q2174030) (← links)
• Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance (Q2192469) (← links)
• Linear quadratic regulation for discrete-time systems with input delay and colored multiplicative noise (Q2203465) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games (Q2235433) (← links)
• A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← 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)
• A stochastic maximum principle for linear quadratic problem with nonconvex control domain (Q2280172) (← links)
• Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
• Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103) (← links)
• On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398) (← links)
• Decentralized hierarchical constrained convex optimization (Q2303528) (← links)
• On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales (Q2306150) (← links)
• Linear quadratic optimal control problems for mean-field backward stochastic differential equations (Q2318102) (← links)
• Necessary and sufficient conditions for optimal stabilization of quasi-linear stochastic systems (Q2331469) (← links)
• A multiagent transfer function neuroapproach to solve fuzzy Riccati differential equations (Q2336576) (← links)
• Multiplicative stochastic systems: optimization and analysis (Q2358837) (← links)
• Stochastic affine quadratic regulator with applications to tracking control of quantum systems (Q2377992) (← links)
• Dynamic mean-variance portfolio selection with borrowing constraint (Q2379565) (← links)
• A numerical scheme to solve nonlinear BSDEs with Lipschitz and non-Lipschitz coefficients (Q2386798) (← links)
• Optimal control for stochastic nonlinear singular system using neural networks (Q2389696) (← links)
• Solution to stochastic LQR problem with multiple inputs (Q2398843) (← links)
• Global adaptive regulation of stochastic high-order nonlinear systems with unknown control direction (Q2412471) (← links)
• A linear quadratic model based on multistage uncertain random systems (Q2415113) (← links)
• The contraction rate in Thompson's part metric of order-preserving flows on a cone -- application to generalized Riccati equations (Q2441677) (← links)
• Uncertain optimal control of linear quadratic models with jump (Q2450483) (← links)
• Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
• A communication mix for an event planning: a linear quadratic approach (Q2461261) (← links)
• A stochastic linear-quadratic problem with Lévy processes and its application to finance (Q2469493) (← links)
• Multiperiod mean-variance optimization with intertemporal restrictions (Q2471098) (← links)
• Gradient dynamic optimization with Legendre chaos (Q2476212) (← links)
• Generalized Riccati equations arising in stochastic games (Q2496640) (← links)
• On stochastic Riccati equations for the stochastic LQR problem (Q2504510) (← links)
• Markowitz's mean-variance asset-liability management with regime switching: a continuous-time model (Q2518552) (← links)
• Solution of generalized matrix Riccati differential equation for indefinite stochastic linear quadratic singular system using neural networks (Q2518641) (← links)
• Stochastic linear quadratic control problem on time scales (Q2662994) (← links)
• Indefinite risk-sensitive control (Q2681175) (← links)