Pages that link to "Item:Q817394"

The following pages link to Indefinite stochastic LQ controls with Markovian jumps in a finite time horizon (Q817394):

Displaying 24 items.

• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921) (← links)
• Indefinite LQ optimal control with equality constraint for discrete-time uncertain systems (Q346624) (← links)
• Discrete-time indefinite stochastic LQ control via SDP and LMI methods (Q411051) (← links)
• Stochastic Nash games for Markov jump linear systems with state- and control-dependent noise (Q489154) (← links)
• Near-optimal controls of random-switching LQ problems with indefinite control weight costs (Q814013) (← links)
• Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems (Q880408) (← links)
• A generalized multi-period mean-variance portfolio optimization with Markov switching parameters (Q1004111) (← links)
• Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon (Q1407245) (← links)
• Indefinite LQ optimal control with process state inequality constraints for discrete-time uncertain systems (Q1717001) (← links)
• Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations (Q1741993) (← links)
• Indefinite LQ optimal control with terminal state constraint for discrete-time uncertain systems (Q1788513) (← links)
• Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises (Q1941253) (← links)
• Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems (Q2057997) (← links)
• Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924) (← links)
• Constrained stochastic LQ control with regime switching and application to portfolio selection (Q2117450) (← links)
• Optimal control of stochastic singular affine systems with Markovian jumps (Q2157752) (← links)
• Optimal control for discrete-time NCSs with input delay and Markovian packet losses: hold-input case (Q2665666) (← links)
• Indefinite risk-sensitive control (Q2681175) (← links)
• Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system (Q3383275) (← links)
• Infinite horizon linear quadratic stochastic Nash differential games of Markov jump linear systems with its application (Q5410858) (← links)
• Optimal regulators for a class of nonlinear stochastic systems (Q6040970) (← links)
• Optimal regulator for a class of nonlinear stochastic systems with random coefficients (Q6092448) (← links)
• Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps (Q6139965) (← links)
• Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems (Q6579051) (← links)