Pages that link to "Item:Q2020318"
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The following pages link to Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318):
Displaying 9 items.
- An infinite horizon stochastic maximum principle for discounted control problem with Lipschitz coefficients (Q458360) (← links)
- On the infinite time solution to state-constrained stochastic optimal control problems (Q958273) (← links)
- Mixed optimal control for discrete-time stochastic systems with random coefficients (Q2107622) (← links)
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Solution to a class of stochastic LQ problems with bounded control (Q2391330) (← 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)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
- Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718) (← links)
