Pages that link to "Item:Q1670373"

The following pages link to Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373):

Displaying 40 items.

• Infinite horizon linear quadratic optimal control for stochastic difference time-delay systems (Q318621) (← links)
• A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784) (← links)
• Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118) (← links)
• Infinite horizon stochastic optimal control problems with degenerate noise and elliptic equations in Hilbert spaces (Q996064) (← links)
• Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon (Q1407245) (← links)
• Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
• Study on indefinite stochastic linear quadratic optimal control with inequality constraint (Q1791325) (← links)
• Almost sure optimality and optimality in probability for stochastic control problems over an infinite time horizon (Q1808209) (← links)
• Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
• Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
• Minimum energy with infinite horizon: from stationary to non-stationary states (Q2061574) (← links)
• Linear quadratic mean field social control with common noise: a directly decoupling method (Q2097772) (← links)
• Turnpike properties for stochastic linear-quadratic optimal control problems (Q2105894) (← links)
• FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
• Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589) (← links)
• Approximately reachable directions for piecewise linear switched systems (Q2274527) (← links)
• On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398) (← links)
• A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787) (← links)
• A rigorous solution of the infinite time interval LQ problem with constant state tracking (Q2503627) (← links)
• Stochastic frequency characteristics (Q2753219) (← links)
• LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems (Q2979281) (← links)
• Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291) (← links)
• Infinite horizon indefinite stochastic linear quadratic control for discrete-time systems (Q3461687) (← links)
• Quadratic optimal control for discrete-time infinite-dimensional stochastic bilinear systems (Q4385818) (← links)
• Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
• Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639) (← links)
• Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340) (← links)
• Strongly continuous quasi semigroups in optimal control problems for non-autonomous systems (Q5164648) (← links)
• (Q5176540) (← links)
• Numerical solution of the finite horizon stochastic linear quadratic control problem (Q5355099) (← links)
• (Q5399825) (← links)
• A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337) (← links)
• Infinite Horizon Linear Quadratic Overtaking Optimal Control Problems (Q5859519) (← links)
• General indefinite backward stochastic linear-quadratic optimal control problems (Q5864595) (← links)
• An optimal control problem for a linear SPDE driven by a multiplicative multifractional Brownian motion (Q5876563) (← links)
• Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718) (← links)
• Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise (Q6578426) (← links)
• Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems (Q6583278) (← links)
• Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional (Q6583295) (← links)
• Linear quadratic leader-follower stochastic differential games: closed-loop solvability (Q6594926) (← links)