Pages that link to "Item:Q5383661"
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The following pages link to Stochastic linear quadratic optimal control problem: from discrete to continuous time (Q5383661):
Displaying 8 items.
- Discrete approximations for strict convex continuous time problems and duality (Q539687) (← links)
- Logarithmic transformations for discrete-time, finite-horizon stochastic control problems (Q1105560) (← links)
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints (Q1718028) (← links)
- On the stochastic linear quadratic control problem with piecewise constant admissible controls (Q2297398) (← links)
- Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783) (← links)
- A linear-quadratric control problem with discretionary stopping (Q2467048) (← links)
- Linear quadratic optimal control: From determininstic to stochastic cases (Q2712221) (← links)
- Stochastic linear quadratic optimal control for continuous-time systems based on policy iteration (Q2992467) (← links)