Pages that link to "Item:Q4965185"
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The following pages link to Optimal Ergodic Control of Linear Stochastic Differential Equations with Quadratic Cost Functionals Having Indefinite Weights (Q4965185):
Displaying 7 items.
- Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- (Q5399825) (← links)
- The maximum principle for discounted optimal control of partially observed forward-backward stochastic systems with jumps on infinite horizon (Q6138462) (← links)
- Ergodic control of McKean-Vlasov SDEs and associated Bellman equation (Q6166226) (← links)
- Infinite horizon mean-field linear quadratic optimal control problems with jumps and the related Hamiltonian systems (Q6564718) (← links)
- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (Q6668664) (← links)