Pages that link to "Item:Q2820185"
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The following pages link to Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185):
Displaying 42 items.
- 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)
- A Nash-Type Fictitious Game Framework to Time-Inconsistent Stochastic Control Problems (Q5073515) (← links)
- Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies (Q5096051) (← 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)
- Open Problem—Convergence and Asymptotic Optimality of the Relative Value Iteration in Ergodic Control (Q5113902) (← links)
- On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863) (← links)
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty (Q5853639) (← links)
- Optimal control for controllable stochastic linear systems (Q5854391) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
- Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds (Q5855355) (← links)
- Discounted cost linear quadratic Gaussian control for descriptor systems (Q5863712) (← links)
- Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games (Q5883152) (← links)
- State feedback control for stochastic regular linear quadratic tracking problem with input time delay (Q6083904) (← links)
- A stochastic goodwill model depending on quality level and advertising (Q6094601) (← links)
- \( L^p\) estimations of fully coupled FBSDEs (Q6099690) (← links)
- Deterministic optimal control for discrete-time systems with multiplicative noises and random coefficients (Q6100435) (← links)
- An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games (Q6110267) (← links)
- Linear quadratic optimal control for time-delay stochastic system with partial information (Q6115937) (← links)
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
- Time-inconsistent stochastic linear-quadratic control problem with indefinite control weight costs (Q6139329) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- A class of optimal control problems of forward-backward systems with input constraint (Q6145055) (← links)
- Linear-quadratic-Gaussian mean-field controls of social optima (Q6157099) (← links)
- Irregular LQG optimal control problem involving multiplicative noise (Q6161377) (← links)
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)
- Linear-Quadratic Optimal Controls for Stochastic Volterra Integral Equations: Causal State Feedback and Path-Dependent Riccati Equations (Q6176641) (← links)
- Linear quadratic mean-field game with volatility uncertainty (Q6198303) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
- Convergence of policy gradient methods for finite-horizon exploratory linear-quadratic control problems (Q6490237) (← links)
- Stackelberg equilibrium with social optima in linear-quadratic-Gaussian mean-field system (Q6556597) (← links)
- Novel closed-loop controllers for fractional linear quadratic time-varying systems (Q6559155) (← links)
- Linear-quadratic stochastic Volterra controls. II: Optimal strategies and Riccati-Volterra equations (Q6562465) (← links)
- Open-loop and closed-loop local and remote stochastic nonzero-sum game with inconsistent information structure (Q6577119) (← links)
- Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems (Q6583278) (← links)
- Chelyshkov wavelet method for solving multidimensional variable order fractional optimal control problem (Q6586120) (← links)
- Closed-loop solvability of linear quadratic mean-field type Stackelberg stochastic differential games (Q6589698) (← links)
- Linear quadratic leader-follower stochastic differential games: closed-loop solvability (Q6594926) (← links)
- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (Q6668664) (← links)
