Pages that link to "Item:Q2059484"
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The following pages link to A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484):
Displaying 19 items.
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- A stochastic maximum principle for partially observed stochastic control systems with delay (Q826817) (← links)
- Optimal control problem of backward stochastic differential delay equation under partial information (Q899124) (← links)
- Delayed stochastic linear-quadratic control problem and related applications (Q1760858) (← links)
- Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Linear quadratic control of backward stochastic differential equation with partial information (Q2242806) (← links)
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information (Q2632921) (← links)
- Optimal Control Problem for Risk‐Sensitive Mean‐Field Stochastic Delay Differential Equation with Partial Information (Q4599972) (← links)
- Stochastic Linear-Quadratic Optimal Control with Partial Observation (Q6098451) (← links)
- Linear quadratic optimal control for time-delay stochastic system with partial information (Q6115937) (← links)
- Linear-quadratic delayed mean-field social optimization (Q6142536) (← links)
- Tracking control of nonlinear systems actuated by saturated oscillatory force generator (Q6152371) (← links)
- Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Weak second-order conditions of Runge-Kutta method for stochastic optimal control problems (Q6596347) (← links)
- Stochastic maximum principle for optimal control problems with mixed delays and noisy observations (Q6607505) (← links)
- Stochastic maximum principle for fully coupled forward-backward stochastic differential equations driven by subdiffusion (Q6608777) (← links)
- Rational expectations: an approach of anticipated linear-quadratic social optima (Q6666626) (← links)