Pages that link to "Item:Q6042799"
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The following pages link to Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799):
Displaying 11 items.
- Controlled linear stochastic systems with coefficients depending on a random sequence (Q1293603) (← links)
- Stochastic linear quadratic optimal control problems with random coefficients (Q1586099) (← links)
- Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
- Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (Q2241646) (← links)
- Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
- The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and Markovian Jumping (Q5273742) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Stochastic linear-quadratic control with a jump and regime switching on a random horizon (Q6074828) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching (Q6658237) (← links)
- Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (Q6668664) (← links)
