Pages that link to "Item:Q4210184"

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

Displaying 50 items.

• Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
• Stochastic linear quadratic regulators with indefinite control weight costs. II (Q2706144) (← links)
• Stochastic linear controlled systems with quadratic cost revisited (Q2707631) (← links)
• Stochastic frequency characteristics (Q2753219) (← links)
• Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185) (← links)
• A numerical procedure to compute the stabilising solution of game theoretic Riccati equations of stochastic control (Q2909396) (← links)
• Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
• The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
• Maximum principle for forward-backward doubly stochastic control systems and applications (Q3103970) (← links)
• Polynomial mixture method of solving ordinary differential equations (Q3382162) (← links)
• Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
• On the Matrix Equation<i>X</i> = <i>Q</i> − <i>S</i>∗<i>X</i>†<i>S</i> (Q3444670) (← 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)
• ε-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem (Q3487259) (← links)
• Optimal bounded noisy feedback control for damping random vibrations (Q4554646) (← links)
• Optimistic Value Model of Indefinite LQ Optimal Control for Discrete‐Time Uncertain Systems (Q4575106) (← links)
• Delayed Optimal Control of Stochastic LQ Problem (Q4588843) (← links)
• An iterative method for solving stochastic Riccati differential equations for the stochastic LQR problem (Q4650630) (← links)
• Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
• Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
• The difference and unity of irregular LQ control and standard LQ control and its solution (Q4999609) (← links)
• Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
• Stabilization control for Itô stochastic system with indefinite state and control weight costs (Q5027352) (← links)
• Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises (Q5027521) (← links)
• High-order fully actuated system approaches: Part VIII. Optimal control with application in spacecraft attitude stabilisation (Q5029175) (← links)
• Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations (Q5060169) (← links)
• A Q-Learning Algorithm for Discrete-Time Linear-Quadratic Control with Random Parameters of Unknown Distribution: Convergence and Stabilization (Q5093265) (← links)
• Dynamic optimization problems for mean-field stochastic large-population systems (Q5093804) (← links)
• Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
• On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
• (Q5134861) (← links)
• Hurwicz model of uncertain linear quadratic optimal control with jump (Q5157959) (← links)
• Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
• Time-Inconsistent Linear Quadratic Optimal Control Problems for Stochastic Evolution Equations (Q5217104) (← links)
• Further results on global adaptive stabilisation for a class of uncertain stochastic nonlinear systems (Q5265923) (← links)
• Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise (Q5323281) (← links)
• Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863) (← links)
• Linear quadratic control problems of stochastic Volterra integral equations (Q5376687) (← links)
• General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
• Discounted cost linear quadratic Gaussian control for descriptor systems (Q5863712) (← links)
• (Q5868988) (← links)
• Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152) (← links)
• Stochastic linear quadratic optimal control problems (Q5929886) (← links)
• Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
• Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
• Indefinite linear quadratic optimal control problem for uncertain random discrete-time systems (Q6046905) (← links)
• Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
• Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)