Pages that link to "Item:Q3383275"
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The following pages link to Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275):
Displaying 10 items.
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models (Q2103699) (← links)
- Open-loop equilibrium strategy for mean-variance portfolio selection with investment constraints in a non-Markovian regime-switching jump-diffusion model (Q2691262) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Novel closed-loop controllers for fractional linear quadratic time-varying systems (Q6559155) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (Q6668664) (← links)
