Pages that link to "Item:Q5024340"
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The following pages link to Constrained stochastic LQ control on infinite time horizon with regime switching (Q5024340):
Displaying 4 items.
- On infinite horizon switched LQR problems with state and control constraints (Q450631) (← links)
- Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach (Q6173819) (← links)
- Stochastic linear quadratic optimal control problems with expectation-type linear equality constraints on the terminal states (Q6174065) (← links)
- Optimal consumption-investment with constraints in a regime switching market with random coefficients (Q6657501) (← links)