Pages that link to "Item:Q5929886"
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The following pages link to Stochastic linear quadratic optimal control problems (Q5929886):
Displaying 50 items.
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- Linear quadratic Pareto optimal control problem of stochastic singular systems (Q509402) (← links)
- Optimal premium pricing for a heterogeneous portfolio of insurance risks (Q609676) (← links)
- A mixed linear quadratic optimal control problem with a controlled time horizon (Q741141) (← links)
- Stability analysis and optimal control of stochastic singular systems (Q742403) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- A production-inventory problem with price-sensitive demand (Q822106) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- On a class of rational matrix differential equations arising in stochastic control. (Q1426291) (← links)
- Stochastic linear quadratic optimal control problems with random coefficients (Q1586099) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Equilibrium controls in time inconsistent stochastic linear quadratic problems (Q1987336) (← links)
- Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon (Q2020318) (← links)
- Optimal control problem of stochastic systems (Q2026686) (← links)
- Optimal control design for a class of quantum stochastic systems with financial applications (Q2151779) (← links)
- Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327) (← links)
- Solving quantum stochastic LQR optimal control problem in Fock space and its application in finance (Q2192469) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- On the existence of an optimal feedback control for stochastic systems (Q2251791) (← links)
- Mixed deterministic and random optimal control of linear stochastic systems with quadratic costs (Q2296121) (← 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)
- Optimization of quasilinear stochastic control-nonlinear diffusion systems (Q2401032) (← links)
- Solvability of indefinite stochastic Riccati equations and linear quadratic optimal control problems (Q2454166) (← links)
- Gradient dynamic optimization with Legendre chaos (Q2476212) (← links)
- Stochastic linear controlled systems with quadratic cost revisited (Q2707631) (← links)
- Linear quadratic optimal control: From determininstic to stochastic cases (Q2712221) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems (Q2820185) (← links)
- (Q2942965) (← links)
- Sensitivity results in stochastic optimal control: A Lagrangian perspective (Q2963496) (← links)
- (Q3219370) (← links)
- (Q3380081) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- On stochastic optimal control for stock price volatility (Q4457586) (← links)
- A direct approach to linear-quadratic stochastic control (Q4554795) (← links)
- Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185) (← links)
- Linear-quadratic optimal control for backward stochastic differential equations with random coefficients (Q4999541) (← links)
- Optimal control for unknown mean-field discrete-time system based on Q-Learning (Q5029154) (← links)
- Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920) (← links)
- Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients (Q5252510) (← links)
- Research problems of Jerzy Zabczyk (Q5265531) (← links)
- Numerical solution of the finite horizon stochastic linear quadratic control problem (Q5355099) (← links)
- General Linear Quadratic Optimal Stochastic Control Problem Driven by a Brownian Motion and a Poisson Random Martingale Measure with Random Coefficients (Q5416838) (← links)
- OPTIMAL INVESTMENT DECISIONS FOR A PORTFOLIO WITH A ROLLING HORIZON BOND AND A DISCOUNT BOND (Q5714646) (← links)
- Optimal control for controllable stochastic linear systems (Q5854391) (← links)
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420) (← links)
