Pages that link to "Item:Q4588825"
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The following pages link to Partially observed linear quadratic control problem with delay via backward separation method (Q4588825):
Displaying 7 items.
- Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information (Q2059484) (← links)
- Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
- Separation principle in the fractional Gaussian linear-quadratic regulator problem with partial observation (Q5190278) (← links)
- A Partially Observed Nonzero‐Sum Stochastic Differential Game with Delays and its Application to Finance (Q5194914) (← links)
- A sufficient condition for optimal control problem of fully coupled forward‐backward stochastic systems with jumps: A state‐constrained control approach (Q6054678) (← links)
- Linear-quadratic optimal control problems of state delay systems under full and partial information (Q6174046) (← links)
