Pages that link to "Item:Q1586099"
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The following pages link to Stochastic linear quadratic optimal control problems with random coefficients (Q1586099):
Displaying 19 items.
- Stochastic \(H_2/H_\infty\) control with random coefficients (Q379901) (← links)
- Mean-variance portfolio selection of cointegrated assets (Q550847) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Ergodic optimal quadratic control for an affine equation with stochastic and stationary coefficients (Q1016591) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Control variable parameterization and optimization method for stochastic linear quadratic models (Q2170327) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls (Q2240821) (← links)
- Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081) (← links)
- Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086) (← links)
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients (Q2698034) (← 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)
- A direct approach to linear-quadratic stochastic control (Q4554795) (← links)
- Stochastic optimality in the problem on linear regulator perturbed by a sequence of dependent random variables (Q5424048) (← links)
- Stochastic linear quadratic optimal control problems (Q5929886) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- The stochastic linear quadratic optimal control problem on Hilbert spaces: the case of non-analytic systems (Q6043154) (← links)
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case (Q6551500) (← links)
