Pages that link to "Item:Q3462240"
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The following pages link to Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations (Q3462240):
Displaying 16 items.
- Constrained LQ problem with a random jump and application to portfolio selection (Q1624199) (← links)
- Sufficient relative minimum conditions in the optimal control problem for quasilinear stochastic systems (Q1735227) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Study on indefinite stochastic linear quadratic optimal control with inequality constraint (Q1791325) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Generalized differential Riccati equation and indefinite stochastic LQ control with cross term (Q1883157) (← links)
- Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
- Optimal stochastic regulators with state-dependent weights (Q2278529) (← links)
- Linear-quadratic mean field control: the invariant subspace method (Q2280888) (← links)
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- Backward Stochastic Riccati Equation with Jumps Associated with Stochastic Linear Quadratic Optimal Control with Jumps and Random Coefficients (Q5212950) (← links)
- (Q5868988) (← links)
- Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems (Q6138463) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
