Pages that link to "Item:Q2296103"
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The following pages link to Characterization of optimal feedback for stochastic linear quadratic control problems (Q2296103):
Displaying 13 items.
- Comparison of the bounded and unbounded feedback controls for the stochastic linear-quadratic problem (Q885714) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- A concise introduction to control theory for stochastic partial differential equations (Q2097680) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- Characterization of optimal feedback for SLQ with general filtration (Q4688845) (← links)
- Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions (Q5234665) (← links)
- Optimal control for controllable stochastic linear systems (Q5854391) (← links)
- (Q5868988) (← links)
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
- Non-Markovian mean-variance portfolio selection problems via closed-loop equilibrium strategies (Q6183322) (← links)
- Optimal Feedback for Stochastic Linear Quadratic Control and Backward Stochastic Riccati Equations in Infinite Dimensions (Q6204948) (← links)
