Pages that link to "Item:Q4210184"
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The following pages link to Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs (Q4210184):
Displaying 50 items.
- Infinite horizon linear quadratic optimal control for stochastic difference time-delay systems (Q318621) (← links)
- Maximum principle for controlled fractional Fokker-Planck equations (Q318687) (← links)
- Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems (Q346624) (← links)
- The LMI approach for stabilizing of linear stochastic systems (Q361645) (← links)
- Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems (Q397371) (← links)
- Discrete-time indefinite stochastic LQ control via SDP and LMI methods (Q411051) (← links)
- Error estimates for the logarithmic barrier method in linear quadratic stochastic optimal control problems (Q450712) (← links)
- Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
- Stochastic linear quadratic optimal control with constraint for discrete-time systems (Q529912) (← links)
- Optimal control for stochastic linear quadratic singular periodic neuro Takagi-Sugeno (T-S) fuzzy system with singular cost using ant colony programming (Q639149) (← links)
- Advertising for a new product introduction: a stochastic approach. (Q703297) (← 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)
- Indefinite LQ optimal control for discrete-time uncertain systems (Q780242) (← links)
- Near-optimal controls of random-switching LQ problems with indefinite control weight costs (Q814013) (← links)
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008) (← links)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629) (← links)
- Stabilization and destabilization of hybrid systems of stochastic differential equations (Q869073) (← links)
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Suboptimal stochastic linear feedback control of linear systems with state- and control-dependent noise: The incomplete information case (Q883365) (← links)
- Properties of Stein (Lyapunov) iterations for solving a general Riccati equation (Q884499) (← links)
- Stochastic problems of absolute stability (Q885769) (← links)
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
- Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes (Q1044773) (← links)
- Indefinite linear quadratic optimal control problem for singular discrete-time system with multiple input delays (Q1049128) (← links)
- Discrete time LQG controls with control dependent noise (Q1285495) (← links)
- On the stochastic linear regulator problem for systems with infinite invariance (Q1315954) (← links)
- Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. (Q1413195) (← links)
- On a class of rational matrix differential equations arising in stochastic control. (Q1426291) (← links)
- Indefinite stochastic LQ control with cross term via semidefinite programming (Q1429334) (← links)
- Well-posedness and attainability of indefinite stochastic linear quadratic control in infinite time horizon (Q1583219) (← links)
- Stochastic linear quadratic optimal control problems with random coefficients (Q1586099) (← links)
- Recursive stochastic linear-quadratic optimal control and nonzero-sum differential game problems with random jumps (Q1625492) (← links)
- An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations (Q1626521) (← links)
- Stochastic linear quadratic optimal control with indefinite control weights and constraint for discrete-time systems (Q1665772) (← links)
- Stochastic linear quadratic optimal control problems in infinite horizon (Q1670373) (← links)
- Non-smooth analysis method in optimal investment-BSDE approach (Q1716351) (← links)
- Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
- Discrete-time indefinite stochastic linear quadratic optimal control with second moment constraints (Q1718028) (← links)
- Indefinite LQ problem for irregular singular systems (Q1718065) (← links)
- Weak closed-loop solvability of stochastic linear-quadratic optimal control problems (Q1735362) (← links)
- Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems (Q1737535) (← links)
- Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
- Global adapted solution of one-dimensional backward stochastic Riccati equations, with application to the mean-variance hedging. (Q1766047) (← links)
- Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems (Q1788513) (← links)
- Necessary conditions in stochastic linear quadratic problems and their applications (Q1798994) (← links)
- Multiple-objective risk-sensitive control and its small noise limit (Q1868064) (← links)
- Indefinite stochastic optimal LQR control with cross term under IQ constraints. (Q1880480) (← links)
