Pages that link to "Item:Q5355099"
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The following pages link to Numerical solution of the finite horizon stochastic linear quadratic control problem (Q5355099):
Displaying 11 items.
- A numerical method for solving stochastic optimal control problems with linear control (Q429545) (← links)
- Numerical low-rank approximation of matrix differential equations (Q1636807) (← links)
- An efficient SPDE approach for El Niño (Q2010682) (← links)
- A numerical approximation framework for the stochastic linear quadratic regulator on Hilbert spaces (Q2013932) (← links)
- GPU acceleration of splitting schemes applied to differential matrix equations (Q2287871) (← links)
- A framework for randomized time-splitting in linear-quadratic optimal control (Q2671271) (← links)
- The Stochastic Linear Quadratic Control Problem with Singular Estimates (Q2968550) (← links)
- Geometric Methods on Low-Rank Matrix and Tensor Manifolds (Q3300541) (← links)
- Sequential convex programming for non-linear stochastic optimal control (Q5043060) (← links)
- Approximative Policy Iteration for Exit Time Feedback Control Problems Driven by Stochastic Differential Equations using Tensor Train Format (Q5865245) (← links)
- Error analysis of the feedback controls arising in the stochastic linear quadratic control problems (Q6594935) (← links)
