Pages that link to "Item:Q5000639"
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The following pages link to Infinite Horizon Forward-Backward SDEs and Open-Loop Optimal Controls for Stochastic Linear-Quadratic Problems with Random Coefficients (Q5000639):
Displaying 7 items.
- FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
- Stochastic optimal control problems of discrete‐time Markov jump systems (Q6081028) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Forward-backward stochastic evolution equations in infinite dimensions and application to LQ optimal control problems (Q6540838) (← links)
- Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718) (← links)
- Stochastic linear-quadratic control problems with affine constraints (Q6590443) (← links)
- Stochastic maximum principle for optimal continuous and impulse controls of infinite horizon delay system (Q6635203) (← links)