Pages that link to "Item:Q2940354"
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The following pages link to Asymptotic behavior of the solution to a linear stochastic differential equation and almost sure optimality for a controlled stochastic process (Q2940354):
Displaying 12 items.
- Analysis of criteria for long-run average in the problem of stochastic linear regulator (Q507103) (← links)
- On the generalization of logarithmic upper function for solution of a linear stochastic differential equation with a nonexponentially stable matrix (Q721865) (← links)
- Optimal controller for a nonautonomous linear stochastic system with a two-sided cost functional (Q827888) (← links)
- An analytic study of the Ornstein-Uhlenbeck process with time-varying coefficients in the modeling of anomalous diffusions (Q1642040) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- On asymptotic behavior of solutions of linear inhomogeneous stochastic differential equations with correlated inputs (Q2680508) (← links)
- Analysis of the Asymptotic Behavior of the Solution to a Linear Stochastic Differential Equation with Subexponentially Stable Matrix and Its Application to a Control Problem (Q4580429) (← links)
- On Optimal Stochastic Linear Quadratic Control with Inversely Proportional Time-Weighting in the Cost (Q5074419) (← links)
- On Upper Functions for Integral Quadratic Functionals Based on Time-Varying Ornstein--Uhlenbeck Process (Q5107654) (← links)
- On Optimal Linear Regulator with Polynomial Process of External Excitations (Q5883332) (← links)
- Optimal Linear-Quadratic Regulator for a Stochastic System under Mutually Inverse Time Preferences in the Cost (Q6160483) (← links)
- On optimal control in the problem of long-run tracking the exponential Ornstein-Uhlenbeck process (Q6558783) (← links)
