Pages that link to "Item:Q1760858"

The following pages link to Delayed stochastic linear-quadratic control problem and related applications (Q1760858):

Displaying 29 items.

• Quadratic control problem of neutral Ornstein-Uhlenbeck processes with control delays (Q379003) (← links)
• Forward-backward linear quadratic stochastic optimal control problem with delay (Q450791) (← links)
• Maximum principle for anticipated recursive stochastic optimal control problem with delay and Lévy processes (Q462276) (← links)
• A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
• The delayed doubly stochastic linear quadratic optimal control problem (Q778655) (← links)
• Stochastic linear quadratic regulation for discrete-time linear systems with input delay (Q1036676) (← links)
• Systemic risk and stochastic games with delay (Q1626502) (← links)
• An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
• Solution to stochastic LQ control problem for Itô systems with state delay or input delay (Q1749420) (← links)
• Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information (Q2003808) (← links)
• Recurrent neural networks for stochastic control problems with delay (Q2061009) (← links)
• Stochastic maximum principle for problems with delay with dependence on the past through general measures (Q2070547) (← links)
• FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays (Q2124484) (← links)
• Anticipated backward stochastic differential equations with quadratic growth (Q2208474) (← links)
• Linear quadratic optimal control problems of delayed backward stochastic differential equations (Q2238967) (← links)
• Stochastic maximum principle for SPDEs with delay (Q2359727) (← links)
• Stochastic maximum principle for optimal control problems of forward-backward delay systems involving impulse controls (Q2400449) (← links)
• Maximum principle for non-zero sum stochastic differential game with discrete and distributed delays (Q2661897) (← links)
• Linear-quadratic stochastic delayed control and deep learning resolution (Q2664898) (← links)
• <i>H</i>₂/<i>H</i>_∞control for stochastic systems with delay (Q2799295) (← links)
• Maximum principle for optimal control of anticipated forward-backward stochastic differential delayed systems with regime switching (Q2800474) (← links)
• Linear quadratic regulation for discrete-time systems with state delays and multiplicative noise (Q2994222) (← links)
• Partially observed linear quadratic control problem with delay via backward separation method (Q4588825) (← links)
• Linear–Quadratic Optimal Control for Discrete-Time Mean-Field Systems With Input Delay (Q5040060) (← links)
• Linear quadratic regulation for discrete‐time systems with multiplicative noise and multiple input delays (Q5280129) (← links)
• A maximum principle for discrete-time stochastic optimal control problemE20 with delay (Q6069653) (← links)
• Linear quadratic control for multiple time-delayed uncertain random systems (Q6583478) (← links)
• Stochastic maximum principle for control systems with time-varying delay (Q6590425) (← links)
• \(\epsilon\)-Nash mean-field games for stochastic linear-quadratic systems with delay and applications (Q6612338) (← links)