Ni, Yuan-Hua; Si, Binbin; Zhang, Xinzhen A Nash-type fictitious game framework to time-inconsistent stochastic control problems. (English) Zbl 07516615 SIAM J. Control Optim. 60, No. 2, 1163-1189 (2022). MSC: 93E20 PDF BibTeX XML Cite \textit{Y.-H. Ni} et al., SIAM J. Control Optim. 60, No. 2, 1163--1189 (2022; Zbl 07516615) Full Text: DOI OpenURL
Cai, Hongyan; Chen, Danhong; Peng, Yunfei; Wei, Wei On the time-inconsistent deterministic linear-quadratic control. (English) Zbl 07514949 SIAM J. Control Optim. 60, No. 2, 968-991 (2022). MSC: 91B06 49N10 PDF BibTeX XML Cite \textit{H. Cai} et al., SIAM J. Control Optim. 60, No. 2, 968--991 (2022; Zbl 07514949) Full Text: DOI OpenURL
Pacifico, Agnese; Pesare, Andrea; Falcone, Maurizio A new algorithm for the LQR problem with partially unknown dynamics. (English) Zbl 07511651 Lirkov, Ivan (ed.) et al., Large-scale scientific computing. 13th international conference, LSSC 2021, Sozopol, Bulgaria, June 7–11, 2021. Revised selected papers. Cham: Springer. Lect. Notes Comput. Sci. 13127, 322-330 (2022). MSC: 49N10 68T05 60-XX 62Jxx PDF BibTeX XML Cite \textit{A. Pacifico} et al., Lect. Notes Comput. Sci. 13127, 322--330 (2022; Zbl 07511651) Full Text: DOI OpenURL
Yang, Xueyang; Yu, Zhiyong FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays. (English) Zbl 07506003 Syst. Control Lett. 161, Article ID 105149, 9 p. (2022). MSC: 93E20 49N10 93C15 60H30 PDF BibTeX XML Cite \textit{X. Yang} and \textit{Z. Yu}, Syst. Control Lett. 161, Article ID 105149, 9 p. (2022; Zbl 07506003) Full Text: DOI OpenURL
Yu, Zhiyong On forward-backward stochastic differential equations in a domination-monotonicity framework. (English) Zbl 07490294 Appl. Math. Optim. 85, No. 1, 1-46 (2022). MSC: 60H10 49N10 93E20 PDF BibTeX XML Cite \textit{Z. Yu}, Appl. Math. Optim. 85, No. 1, 1--46 (2022; Zbl 07490294) Full Text: DOI OpenURL
Wang, Yan; Ho, Daniel W. C.; Xiong, Junlin Optimal mean decentralized controller design of interconnected systems with randomized information pattern. (English) Zbl 1480.93013 Automatica 136, Article ID 110014, 11 p. (2022). MSC: 93A14 93B70 93C43 49N10 PDF BibTeX XML Cite \textit{Y. Wang} et al., Automatica 136, Article ID 110014, 11 p. (2022; Zbl 1480.93013) Full Text: DOI OpenURL
Wang, Yanqing Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs. (English) Zbl 1480.93450 IMA J. Math. Control Inf. 38, No. 4, 1148-1173 (2021). MSC: 93E20 49N10 60H30 PDF BibTeX XML Cite \textit{Y. Wang}, IMA J. Math. Control Inf. 38, No. 4, 1148--1173 (2021; Zbl 1480.93450) Full Text: DOI OpenURL
Aliane, Mohamed; Bentobache, Mohand; Moussouni, Nacima; Marthon, Philippe Direct method to solve linear-quadratic optimal control problems. (English) Zbl 1480.49035 Numer. Algebra Control Optim. 11, No. 4, 645-663 (2021). MSC: 49N10 53C35 90C20 PDF BibTeX XML Cite \textit{M. Aliane} et al., Numer. Algebra Control Optim. 11, No. 4, 645--663 (2021; Zbl 1480.49035) Full Text: DOI OpenURL
Hoai, Nguyen Thi Asymptotic approximation to a solution of a singularly perturbed linear-quadratic optimal control problem with second-order linear ordinary differential equation of state variable. (English) Zbl 1476.49041 Numer. Algebra Control Optim. 11, No. 4, 495-512 (2021). MSC: 49N10 34E15 93C70 PDF BibTeX XML Cite \textit{N. T. Hoai}, Numer. Algebra Control Optim. 11, No. 4, 495--512 (2021; Zbl 1476.49041) Full Text: DOI OpenURL
Srochko, Vladimir Andreevich; Aksenyushkina, Elena Vladimirovna; Antonik, Vladimir Georgievich Resolution of a linear-quadratic optimal control problem based on finite-dimensional models. (Russian. English summary) Zbl 1479.49080 Izv. Irkutsk. Gos. Univ., Ser. Mat. 37, 3-16 (2021). MSC: 49N10 49M25 49N05 49M37 93C20 PDF BibTeX XML Cite \textit{V. A. Srochko} et al., Izv. Irkutsk. Gos. Univ., Ser. Mat. 37, 3--16 (2021; Zbl 1479.49080) Full Text: DOI Link OpenURL
Mehrabinezhad, M.; Eftekhari, N. Application of periodic Bernoulli polynomials in approximating the solution of linear time-delay optimal control problems. (English) Zbl 1479.49079 J. Difference Equ. Appl. 27, No. 9, 1329-1354 (2021). MSC: 49N10 49N25 49M25 49M99 PDF BibTeX XML Cite \textit{M. Mehrabinezhad} and \textit{N. Eftekhari}, J. Difference Equ. Appl. 27, No. 9, 1329--1354 (2021; Zbl 1479.49079) Full Text: DOI OpenURL
Lamacz-Keymling, Agnes; Yousept, Irwin High-order homogenization in optimal control by the Bloch wave method. (English) Zbl 1479.35060 ESAIM, Control Optim. Calc. Var. 27, Paper No. 100, 28 p. (2021). MSC: 35B27 35J20 35J61 35P05 49J20 PDF BibTeX XML Cite \textit{A. Lamacz-Keymling} and \textit{I. Yousept}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 100, 28 p. (2021; Zbl 1479.35060) Full Text: DOI arXiv OpenURL
Baghani, Omid Second Chebyshev wavelets (SCWs) method for solving finite-time fractional linear quadratic optimal control problems. (English) Zbl 07431520 Math. Comput. Simul. 190, 343-361 (2021). MSC: 65-XX 49-XX PDF BibTeX XML Cite \textit{O. Baghani}, Math. Comput. Simul. 190, 343--361 (2021; Zbl 07431520) Full Text: DOI OpenURL
Peng, Ying; Yang, Shuzhen The connection between discrete and continuous state constrained optimal control systems. (English) Zbl 1477.49032 Int. J. Control 94, No. 9, 2337-2344 (2021). MSC: 49K15 34A60 49N10 PDF BibTeX XML Cite \textit{Y. Peng} and \textit{S. Yang}, Int. J. Control 94, No. 9, 2337--2344 (2021; Zbl 1477.49032) Full Text: DOI arXiv OpenURL
Behringer, Niklas Improved error estimates for optimal control of the Stokes problem with pointwise tracking in three dimensions. (English) Zbl 1473.49033 Math. Control Relat. Fields 11, No. 2, 313-328 (2021). MSC: 49M25 35Q35 35R06 65N15 65N30 PDF BibTeX XML Cite \textit{N. Behringer}, Math. Control Relat. Fields 11, No. 2, 313--328 (2021; Zbl 1473.49033) Full Text: DOI OpenURL
Sun, Jingrui; Xiong, Jie; Yong, Jiongmin Indefinite stochastic linear-quadratic optimal control problems with random coefficients: closed-loop representation of open-loop optimal controls. (English) Zbl 1476.49044 Ann. Appl. Probab. 31, No. 1, 460-499 (2021). MSC: 49N10 93E20 49K45 49N35 PDF BibTeX XML Cite \textit{J. Sun} et al., Ann. Appl. Probab. 31, No. 1, 460--499 (2021; Zbl 1476.49044) Full Text: DOI arXiv Link OpenURL
Wu, Shuang A nonhomogeneous mean-field linear-quadratic optimal control problem and application. (English) Zbl 1476.91161 Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 807-819 (2021). MSC: 91G10 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{S. Wu}, Acta Math. Appl. Sin., Engl. Ser. 37, No. 4, 807--819 (2021; Zbl 1476.91161) Full Text: DOI OpenURL
Li, Na; Xiong, Jie; Yu, Zhiyong Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations. (English) Zbl 1481.60112 Sci. China, Math. 64, No. 9, 2091-2116 (2021). MSC: 60H10 91A65 93E20 PDF BibTeX XML Cite \textit{N. Li} et al., Sci. China, Math. 64, No. 9, 2091--2116 (2021; Zbl 1481.60112) Full Text: DOI OpenURL
Hambly, Ben; Xu, Renyuan; Yang, Huining Policy gradient methods for the noisy linear quadratic regulator over a finite horizon. (English) Zbl 07410672 SIAM J. Control Optim. 59, No. 5, 3359-3391 (2021). MSC: 68Q25 68R10 68U05 PDF BibTeX XML Cite \textit{B. Hambly} et al., SIAM J. Control Optim. 59, No. 5, 3359--3391 (2021; Zbl 07410672) Full Text: DOI arXiv OpenURL
Porwal, Kamana; Shakya, Pratibha A finite element method for an elliptic optimal control problem with integral state constraints. (English) Zbl 1469.49037 Appl. Numer. Math. 169, 273-288 (2021). MSC: 49N10 49J20 49J40 49M41 65N30 PDF BibTeX XML Cite \textit{K. Porwal} and \textit{P. Shakya}, Appl. Numer. Math. 169, 273--288 (2021; Zbl 1469.49037) Full Text: DOI arXiv OpenURL
Li, Wenqiang; Min, Hui Fully coupled mean-field FBSDEs with jumps and related optimal control problems. (English) Zbl 1469.93118 Optim. Control Appl. Methods 42, No. 1, 305-329 (2021). MSC: 93E20 60H10 91G10 PDF BibTeX XML Cite \textit{W. Li} and \textit{H. Min}, Optim. Control Appl. Methods 42, No. 1, 305--329 (2021; Zbl 1469.93118) Full Text: DOI arXiv OpenURL
Wei, Qingmeng; Yu, Zhiyong Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients. (English) Zbl 1467.93340 SIAM J. Control Optim. 59, No. 4, 2594-2623 (2021). MSC: 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{Q. Wei} and \textit{Z. Yu}, SIAM J. Control Optim. 59, No. 4, 2594--2623 (2021; Zbl 1467.93340) Full Text: DOI OpenURL
Huang, Jianhui; Wang, Bing-Chang; Xie, Tinghan Social optima in leader-follower mean field linear quadratic control. (English) Zbl 1467.91013 ESAIM, Control Optim. Calc. Var. 27, Suppl., Paper No. S12, 31 p. (2021). MSC: 91A16 91A65 49N80 49N10 PDF BibTeX XML Cite \textit{J. Huang} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. S12, 31 p. (2021; Zbl 1467.91013) Full Text: DOI arXiv OpenURL
Prohl, Andreas; Wang, Yanqing Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation. (English) Zbl 1467.60050 ESAIM, Control Optim. Calc. Var. 27, Paper No. 54, 30 p. (2021). MSC: 60H15 60H35 49J20 49J55 65M60 93E20 49N10 35K05 35R60 PDF BibTeX XML Cite \textit{A. Prohl} and \textit{Y. Wang}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 54, 30 p. (2021; Zbl 1467.60050) Full Text: DOI arXiv OpenURL
Glusa, Christian; Otárola, Enrique Error estimates for the optimal control of a parabolic fractional PDE. (English) Zbl 1464.49001 SIAM J. Numer. Anal. 59, No. 2, 1140-1165 (2021). MSC: 49J20 49M25 65M12 65M15 65M60 49N10 35R11 PDF BibTeX XML Cite \textit{C. Glusa} and \textit{E. Otárola}, SIAM J. Numer. Anal. 59, No. 2, 1140--1165 (2021; Zbl 1464.49001) Full Text: DOI OpenURL
Zhu, Qingfeng; Shi, Yufeng Nonzero-sum differential game of backward doubly stochastic systems with delay and applications. (English) Zbl 1471.91025 Math. Control Relat. Fields 11, No. 1, 73-94 (2021). Reviewer: George Stoica (Saint John) MSC: 91A15 60H10 49N10 PDF BibTeX XML Cite \textit{Q. Zhu} and \textit{Y. Shi}, Math. Control Relat. Fields 11, No. 1, 73--94 (2021; Zbl 1471.91025) Full Text: DOI OpenURL
Pu, Jiangyan; Zhang, Qi Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon. (English) Zbl 1461.93550 Appl. Math. Optim. 83, No. 2, 1005-1023 (2021). MSC: 93E20 49N10 91G05 PDF BibTeX XML Cite \textit{J. Pu} and \textit{Q. Zhang}, Appl. Math. Optim. 83, No. 2, 1005--1023 (2021; Zbl 1461.93550) Full Text: DOI OpenURL
Huang, Jianping; Yong, Jiongmin; Zhou, Hua-Cheng Infinite horizon linear quadratic overtaking optimal control problems. (English) Zbl 1461.49044 SIAM J. Control Optim. 59, No. 2, 1312-1340 (2021). MSC: 49N10 49J15 93B05 PDF BibTeX XML Cite \textit{J. Huang} et al., SIAM J. Control Optim. 59, No. 2, 1312--1340 (2021; Zbl 1461.49044) Full Text: DOI arXiv OpenURL
Liu, Jingmei; Liang, Xiao; Xu, Juanjuan Solution to the forward and backward stochastic difference equations with asymmetric information and application. (English) Zbl 1461.93545 Appl. Math. Comput. 390, Article ID 125594, 8 p. (2021). MSC: 93E20 49N10 39A50 PDF BibTeX XML Cite \textit{J. Liu} et al., Appl. Math. Comput. 390, Article ID 125594, 8 p. (2021; Zbl 1461.93545) Full Text: DOI OpenURL
Li, Xun; Tai, Allen H.; Tian, Fei A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. (English) Zbl 1461.93546 Int. J. Control 94, No. 1, 175-189 (2021). MSC: 93E20 93C55 49N80 49N10 93B52 91G10 PDF BibTeX XML Cite \textit{X. Li} et al., Int. J. Control 94, No. 1, 175--189 (2021; Zbl 1461.93546) Full Text: DOI arXiv OpenURL
Mei, Hongwei; Wei, Qingmeng; Yong, Jiongmin Optimal ergodic control of linear stochastic differential equations with quadratic cost functionals having indefinite weights. (English) Zbl 1458.93267 SIAM J. Control Optim. 59, No. 1, 584-613 (2021). MSC: 93E20 93C20 49N10 60F17 PDF BibTeX XML Cite \textit{H. Mei} et al., SIAM J. Control Optim. 59, No. 1, 584--613 (2021; Zbl 1458.93267) Full Text: DOI arXiv OpenURL
Jankhonkhan, Jatuphorn; Sawangtong, Wannika Model predictive control of the COVID-19 pandemic with respect to social isolation policies. (English) Zbl 1469.49036 International conference in mathematics and applications, ICMA-MU 2020. Book on the conference proceedings, Bangkok, Thailand, December 18–20, 2020. Bangkok: Mahidol University, Centre of Excellence in Mathematics (CEM). 71-80 (2020). MSC: 49N10 93C05 93-10 PDF BibTeX XML Cite \textit{J. Jankhonkhan} and \textit{W. Sawangtong}, in: International conference in mathematics and applications, ICMA-MU 2020. Book on the conference proceedings, Bangkok, Thailand, December 18--20, 2020. Bangkok: Mahidol University, Centre of Excellence in Mathematics (CEM). 71--80 (2020; Zbl 1469.49036) OpenURL
Chen, Xin; Zhu, Yuanguo Multistage uncertain random linear quadratic optimal control. (English) Zbl 1460.93106 J. Syst. Sci. Complex. 33, No. 6, 1847-1872 (2020). MSC: 93E20 49N10 PDF BibTeX XML Cite \textit{X. Chen} and \textit{Y. Zhu}, J. Syst. Sci. Complex. 33, No. 6, 1847--1872 (2020; Zbl 1460.93106) Full Text: DOI OpenURL
Si, Binbin; Ni, Yuan-Hua; Zhang, Ji-Feng Time-inconsistent stochastic LQ problem with regime switching. (English) Zbl 1460.93097 J. Syst. Sci. Complex. 33, No. 6, 1733-1754 (2020). MSC: 93E03 93C30 39A50 PDF BibTeX XML Cite \textit{B. Si} et al., J. Syst. Sci. Complex. 33, No. 6, 1733--1754 (2020; Zbl 1460.93097) Full Text: DOI OpenURL
Ahmad Ali, Ahmad; Hinze, Michael; Kröner, Heiko Optimal control of elliptic surface PDEs with pointwise bounds on the state. (English) Zbl 1464.65059 IMA J. Numer. Anal. 40, No. 1, 226-246 (2020). MSC: 65K10 49M41 65N30 PDF BibTeX XML Cite \textit{A. Ahmad Ali} et al., IMA J. Numer. Anal. 40, No. 1, 226--246 (2020; Zbl 1464.65059) Full Text: DOI arXiv OpenURL
Lü, Qi Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations. (English) Zbl 1467.93332 ESAIM, Control Optim. Calc. Var. 26, Paper No. 127, 28 p. (2020). Reviewer: Kurt Marti (München) MSC: 93E20 49N10 93B52 PDF BibTeX XML Cite \textit{Q. Lü}, ESAIM, Control Optim. Calc. Var. 26, Paper No. 127, 28 p. (2020; Zbl 1467.93332) Full Text: DOI OpenURL
Rubinovich, E. Ya. On the program character of trajectory control over observations of a moving target. (English. Russian original) Zbl 1455.93212 Autom. Remote Control 81, No. 3, 503-516 (2020); translation from Avtom. Telemekh. 2020, No. 3, 157-173 (2020). MSC: 93E20 49N10 93C15 93C10 PDF BibTeX XML Cite \textit{E. Ya. Rubinovich}, Autom. Remote Control 81, No. 3, 503--516 (2020; Zbl 1455.93212); translation from Avtom. Telemekh. 2020, No. 3, 157--173 (2020) Full Text: DOI OpenURL
Aksikas, Ahmed; Aksikas, Ilyasse; Hayes, Robert E.; Forbes, J. Fraser Boundary optimal control design for a system of parabolic-hyperbolic PDEs coupled with an ODE. (English) Zbl 1453.93112 Int. J. Control 93, No. 7, 1499-1509 (2020). MSC: 93C20 93C15 93B52 93B60 49N10 PDF BibTeX XML Cite \textit{A. Aksikas} et al., Int. J. Control 93, No. 7, 1499--1509 (2020; Zbl 1453.93112) Full Text: DOI OpenURL
Li, Na; Li, Xun; Yu, Zhiyong Indefinite mean-field type linear-quadratic stochastic optimal control problems. (English) Zbl 1451.93418 Automatica 122, Article ID 109267, 10 p. (2020). MSC: 93E20 49N10 60H10 PDF BibTeX XML Cite \textit{N. Li} et al., Automatica 122, Article ID 109267, 10 p. (2020; Zbl 1451.93418) Full Text: DOI arXiv OpenURL
Singh, Rajani; Wiszniewska-Matyszkiel, Agnieszka A class of linear quadratic dynamic optimization problems with state dependent constraints. (English) Zbl 1440.90085 Math. Methods Oper. Res. 91, No. 2, 325-355 (2020). MSC: 90C39 49L20 91B76 91B32 PDF BibTeX XML Cite \textit{R. Singh} and \textit{A. Wiszniewska-Matyszkiel}, Math. Methods Oper. Res. 91, No. 2, 325--355 (2020; Zbl 1440.90085) Full Text: DOI OpenURL
Wang, Guangchen; Wang, Tianxiao Time inconsistent asset-liability management with partial information. (English) Zbl 1447.91150 Syst. Control Lett. 140, Article ID 104687, 6 p. (2020). MSC: 91G05 93E20 49N10 93B05 93B07 PDF BibTeX XML Cite \textit{G. Wang} and \textit{T. Wang}, Syst. Control Lett. 140, Article ID 104687, 6 p. (2020; Zbl 1447.91150) Full Text: DOI OpenURL
Li, Yibei; Yao, Yu; Hu, Xiaoming Continuous-time inverse quadratic optimal control problem. (English) Zbl 1442.49041 Automatica 117, Article ID 108977, 8 p. (2020). MSC: 49N10 49N45 PDF BibTeX XML Cite \textit{Y. Li} et al., Automatica 117, Article ID 108977, 8 p. (2020; Zbl 1442.49041) Full Text: DOI arXiv OpenURL
Khimoum, Noureddine; Bibi, Mohand Ouamer Primal-dual method for solving a linear-quadratic multi-input optimal control problem. (English) Zbl 1442.49040 Optim. Lett. 14, No. 3, 653-669 (2020). MSC: 49N10 49N15 90C05 90C20 PDF BibTeX XML Cite \textit{N. Khimoum} and \textit{M. O. Bibi}, Optim. Lett. 14, No. 3, 653--669 (2020; Zbl 1442.49040) Full Text: DOI OpenURL
Wang, Tianxiao Equilibrium controls in time inconsistent stochastic linear quadratic problems. (English) Zbl 1447.93379 Appl. Math. Optim. 81, No. 2, 591-619 (2020). Reviewer: Kurt Marti (München) MSC: 93E20 49N10 91B51 60H10 PDF BibTeX XML Cite \textit{T. Wang}, Appl. Math. Optim. 81, No. 2, 591--619 (2020; Zbl 1447.93379) Full Text: DOI arXiv OpenURL
Dou, Fangfang; Lü, Qi Time-inconsistent linear quadratic optimal control problems for stochastic evolution equations. (English) Zbl 1440.93264 SIAM J. Control Optim. 58, No. 1, 485-509 (2020). Reviewer: Andrzej Świerniak (Gliwice) MSC: 93E20 93C25 49N10 91A23 91A15 PDF BibTeX XML Cite \textit{F. Dou} and \textit{Q. Lü}, SIAM J. Control Optim. 58, No. 1, 485--509 (2020; Zbl 1440.93264) Full Text: DOI Link OpenURL
Zhang, Fu; Dong, Yuchao; Meng, Qingxin Backward stochastic Riccati equation with jumps associated with stochastic linear quadratic optimal control with jumps and random coefficients. (English) Zbl 1435.93181 SIAM J. Control Optim. 58, No. 1, 393-424 (2020). Reviewer: Kurt Marti (München) MSC: 93E20 93D15 49N10 PDF BibTeX XML Cite \textit{F. Zhang} et al., SIAM J. Control Optim. 58, No. 1, 393--424 (2020; Zbl 1435.93181) Full Text: DOI arXiv Link OpenURL
Davison, Edward J.; Aghdam, Amir G.; Miller, Daniel Decentralized control of large-scale systems. (English) Zbl 1448.93001 New York, NY: Springer (ISBN 978-1-4419-6013-9/hbk; 978-1-4419-6014-6/ebook). xv, 166 p. (2020). Reviewer: Lubomír Bakule (Praha) MSC: 93-02 93A14 93A15 93B35 93B52 93C05 93C57 93C35 93D09 93D15 49N10 PDF BibTeX XML Cite \textit{E. J. Davison} et al., Decentralized control of large-scale systems. New York, NY: Springer (2020; Zbl 1448.93001) Full Text: DOI OpenURL
Baghani, Omid Solving state feedback control of fractional linear quadratic regulator systems using triangular functions. (English) Zbl 1462.49057 Commun. Nonlinear Sci. Numer. Simul. 73, 319-337 (2019). MSC: 49N10 49N35 26A33 49M05 PDF BibTeX XML Cite \textit{O. Baghani}, Commun. Nonlinear Sci. Numer. Simul. 73, 319--337 (2019; Zbl 1462.49057) Full Text: DOI OpenURL
Hu, Shipei; He, Zhimin A finite horizon linear quadratic optimal stochastic control problem driven by both Brownian motion and Lévy processes. (English) Zbl 1449.49018 Chin. J. Appl. Probab. Stat. 35, No. 3, 275-291 (2019). MSC: 49J55 49N10 93E20 60G51 60J65 49N35 PDF BibTeX XML Cite \textit{S. Hu} and \textit{Z. He}, Chin. J. Appl. Probab. Stat. 35, No. 3, 275--291 (2019; Zbl 1449.49018) Full Text: DOI OpenURL
Wei, Qingmeng; Yong, Jiongmin; Yu, Zhiyong Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions. (English) Zbl 1441.93350 ESAIM, Control Optim. Calc. Var. 25, Paper No. 17, 38 p. (2019). MSC: 93E20 49N10 60H10 91G10 PDF BibTeX XML Cite \textit{Q. Wei} et al., ESAIM, Control Optim. Calc. Var. 25, Paper No. 17, 38 p. (2019; Zbl 1441.93350) Full Text: DOI arXiv OpenURL
Kalinin, A. I.; Lavrinovich, L. I. Asymptotics of the solution to the minimization problem of the integral quadratic performance index on trajectories of a quasi-linear system. (English. Russian original) Zbl 1436.49047 J. Comput. Syst. Sci. Int. 58, No. 5, 695-706 (2019); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2019, No. 5, 32-43 (2019). MSC: 49N35 49N10 PDF BibTeX XML Cite \textit{A. I. Kalinin} and \textit{L. I. Lavrinovich}, J. Comput. Syst. Sci. Int. 58, No. 5, 695--706 (2019; Zbl 1436.49047); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2019, No. 5, 32--43 (2019) Full Text: DOI OpenURL
Drăgan, Vasile On the linear quadratic optimal control for systems described by singularly perturbed Itô differential equations with two fast time scales. (English) Zbl 1432.93379 Axioms 8, No. 1, Paper No. 30, 22 p. (2019). MSC: 93E20 93B12 34H15 49N10 PDF BibTeX XML Cite \textit{V. Drăgan}, Axioms 8, No. 1, Paper No. 30, 22 p. (2019; Zbl 1432.93379) Full Text: DOI OpenURL
Ji, Shaolin; Xue, Xiaole A stochastic maximum principle for linear quadratic problem with nonconvex control domain. (English) Zbl 1427.93277 Math. Control Relat. Fields 9, No. 3, 495-507 (2019). MSC: 93E20 60H10 49N15 PDF BibTeX XML Cite \textit{S. Ji} and \textit{X. Xue}, Math. Control Relat. Fields 9, No. 3, 495--507 (2019; Zbl 1427.93277) Full Text: DOI OpenURL
Dohr, Stefan; Kahle, Christian; Rogovs, Sergejs; Swierczynski, Piotr A FEM for an optimal control problem subject to the fractional Laplace equation. (English) Zbl 1427.65357 Calcolo 56, No. 4, Paper No. 37, 21 p. (2019). MSC: 65N30 35J15 49K20 35R11 65N15 65D30 49M25 PDF BibTeX XML Cite \textit{S. Dohr} et al., Calcolo 56, No. 4, Paper No. 37, 21 p. (2019; Zbl 1427.65357) Full Text: DOI arXiv OpenURL
Duncan, T. E.; Maslowski, B.; Pasik-Duncan, B. Linear stochastic differential equations driven by Gauss-Volterra processes and related linear-quadratic control problems. (English) Zbl 1429.49039 Appl. Math. Optim. 80, No. 2, 369-389 (2019). MSC: 49N10 60G15 60J65 49N35 PDF BibTeX XML Cite \textit{T. E. Duncan} et al., Appl. Math. Optim. 80, No. 2, 369--389 (2019; Zbl 1429.49039) Full Text: DOI OpenURL
Algazin, S. D. High-accuracy calculation of eigenvalues of the Laplacian in an ellipse (with Neumann boundary condition). (English. Russian original) Zbl 1428.65071 Dokl. Math. 99, No. 3, 260-262 (2019); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 486, No. 2, 143-146 (2019). MSC: 65N25 35J05 33E10 35A15 65D32 49N10 65F15 PDF BibTeX XML Cite \textit{S. D. Algazin}, Dokl. Math. 99, No. 3, 260--262 (2019; Zbl 1428.65071); translation from Dokl. Akad. Nauk, Ross. Akad. Nauk 486, No. 2, 143--146 (2019) Full Text: DOI OpenURL
Allendes, Alejandro; Fuica, Francisco; Otárola, Enrique; Quero, Daniel An adaptive FEM for the pointwise tracking optimal control problem of the Stokes equations. (English) Zbl 1427.49023 SIAM J. Sci. Comput. 41, No. 5, A2967-A2998 (2019). MSC: 49K20 49M25 65K10 65N15 65N30 65N50 65Y20 49N10 PDF BibTeX XML Cite \textit{A. Allendes} et al., SIAM J. Sci. Comput. 41, No. 5, A2967--A2998 (2019; Zbl 1427.49023) Full Text: DOI arXiv OpenURL
Dreves, Axel A best-response approach for equilibrium selection in two-player generalized Nash equilibrium problems. (English) Zbl 1427.49036 Optimization 68, No. 12, 2265-2291 (2019). MSC: 49M25 91A05 91A10 91A40 49N10 PDF BibTeX XML Cite \textit{A. Dreves}, Optimization 68, No. 12, 2265--2291 (2019; Zbl 1427.49036) Full Text: DOI OpenURL
Mahmudov, Nazim I. Necessary first-order and second-order optimality conditions in discrete-time stochastic systems. (English) Zbl 1422.49029 J. Optim. Theory Appl. 182, No. 3, 1001-1018 (2019). MSC: 49K45 93C55 93E20 PDF BibTeX XML Cite \textit{N. I. Mahmudov}, J. Optim. Theory Appl. 182, No. 3, 1001--1018 (2019; Zbl 1422.49029) Full Text: DOI OpenURL
Hyder, Abd-Allah; EL-Badawy, M. Distributed control for time-fractional differential system involving Schrödinger operator. (English) Zbl 1422.49006 J. Funct. Spaces 2019, Article ID 1389787, 8 p. (2019). MSC: 49J20 49N10 PDF BibTeX XML Cite \textit{A.-A. Hyder} and \textit{M. EL-Badawy}, J. Funct. Spaces 2019, Article ID 1389787, 8 p. (2019; Zbl 1422.49006) Full Text: DOI OpenURL
D’Elia, Marta; Glusa, Christian; Otárola, Enrique A priori error estimates for the optimal control of the integral fractional Laplacian. (English) Zbl 1473.35625 SIAM J. Control Optim. 57, No. 4, 2775-2798 (2019). MSC: 35R11 35Q93 49J20 49M25 65K10 65N15 65N30 PDF BibTeX XML Cite \textit{M. D'Elia} et al., SIAM J. Control Optim. 57, No. 4, 2775--2798 (2019; Zbl 1473.35625) Full Text: DOI arXiv OpenURL
Wang, Wencan; Wu, Jinbiao; Liu, Zaiming The optimal control of fully-coupled forward-backward doubly stochastic systems driven by Itô-Lévy processes. (English) Zbl 1419.93068 J. Syst. Sci. Complex. 32, No. 4, 997-1018 (2019). MSC: 93E20 60G51 93C15 60H10 PDF BibTeX XML Cite \textit{W. Wang} et al., J. Syst. Sci. Complex. 32, No. 4, 997--1018 (2019; Zbl 1419.93068) Full Text: DOI OpenURL
Otárola, Enrique; Rankin, Richard; Salgado, Abner J. Maximum-norm a posteriori error estimates for an optimal control problem. (English) Zbl 1430.49033 Comput. Optim. Appl. 73, No. 3, 997-1017 (2019). Reviewer: Hector O. Fattorini (Los Angeles) MSC: 49N10 49J20 49M25 65K10 65N15 65N30 65N50 65Y20 PDF BibTeX XML Cite \textit{E. Otárola} et al., Comput. Optim. Appl. 73, No. 3, 997--1017 (2019; Zbl 1430.49033) Full Text: DOI arXiv OpenURL
Luan, Nguyen Ngoc Efficient solutions in generalized linear vector optimization. (English) Zbl 1417.49046 Appl. Anal. 98, No. 9, 1694-1704 (2019). MSC: 49N10 90C05 90C29 90C48 52A07 PDF BibTeX XML Cite \textit{N. N. Luan}, Appl. Anal. 98, No. 9, 1694--1704 (2019; Zbl 1417.49046) Full Text: DOI arXiv OpenURL
Lü, Qi Well-posedness of stochastic Riccati equations and closed-loop solvability for stochastic linear quadratic optimal control problems. (English) Zbl 1411.93197 J. Differ. Equations 267, No. 1, 180-227 (2019). MSC: 93E20 49N10 49N35 PDF BibTeX XML Cite \textit{Q. Lü}, J. Differ. Equations 267, No. 1, 180--227 (2019; Zbl 1411.93197) Full Text: DOI arXiv OpenURL
Bandini, Elena; Cosso, Andrea; Fuhrman, Marco; Pham, Huyên Randomized filtering and Bellman equation in Wasserstein space for partial observation control problem. (English) Zbl 1405.93229 Stochastic Processes Appl. 129, No. 2, 674-711 (2019). MSC: 93E20 60G35 60H30 93C20 90C39 49L25 49N10 PDF BibTeX XML Cite \textit{E. Bandini} et al., Stochastic Processes Appl. 129, No. 2, 674--711 (2019; Zbl 1405.93229) Full Text: DOI arXiv OpenURL
Yin, Yue-Zhu; Yang, Zhong-Lian; Yin, Zhi-Xiang; Xu, Feng Optimal control of LQR for discrete time-varying systems with input delays. (English) Zbl 1482.49034 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 49, No. 5, 1021-1031 (2018). MSC: 49N10 49N15 PDF BibTeX XML Cite \textit{Y.-Z. Yin} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 49, No. 5, 1021--1031 (2018; Zbl 1482.49034) Full Text: DOI OpenURL
Allendes, Alejandro; Otárola, Enrique; Rankin, Richard A posteriori error estimators for stabilized finite element approximations of an optimal control problem. (English) Zbl 1440.49035 Comput. Methods Appl. Mech. Eng. 340, 147-177 (2018). MSC: 49M25 65N12 65N15 65N30 PDF BibTeX XML Cite \textit{A. Allendes} et al., Comput. Methods Appl. Mech. Eng. 340, 147--177 (2018; Zbl 1440.49035) Full Text: DOI arXiv OpenURL
Wu, Zhen; Zhuang, Yi Linear-quadratic partially observed forward-backward stochastic differential games and its application in finance. (English) Zbl 1427.91028 Appl. Math. Comput. 321, 577-592 (2018). MSC: 91A15 93E20 60H10 91G80 93E11 PDF BibTeX XML Cite \textit{Z. Wu} and \textit{Y. Zhuang}, Appl. Math. Comput. 321, 577--592 (2018; Zbl 1427.91028) Full Text: DOI OpenURL
Otárola, Enrique; Salgado, Abner J. Optimization of a fractional differential equation. (English) Zbl 1418.49037 Antil, Harbir (ed.) et al., Frontiers in PDE-constrained optimization. Selected papers based on the presentations at the workshop, Minneapolis, MN, USA, June 6–10, 2016. New York, NY: Springer. IMA Vol. Math. Appl. 163, 291-316 (2018). Reviewer: Hector O. Fattorini (Los Angeles) MSC: 49N10 49N60 49J15 PDF BibTeX XML Cite \textit{E. Otárola} and \textit{A. J. Salgado}, IMA Vol. Math. Appl. 163, 291--316 (2018; Zbl 1418.49037) Full Text: DOI OpenURL
Alla, Alessandro; Simoncini, Valeria Order reduction approaches for the algebraic Riccati equation and the LQR problem. (English) Zbl 1416.49039 Falcone, Maurizio (ed.) et al., Numerical methods for optimal control problems. Proceedings of the workshop, Rome, Italy, June 19–23, 2017. Cham: Springer. Springer INdAM Ser. 29, 89-109 (2018). MSC: 49N10 49M30 49K20 49N35 PDF BibTeX XML Cite \textit{A. Alla} and \textit{V. Simoncini}, Springer INdAM Ser. 29, 89--109 (2018; Zbl 1416.49039) Full Text: DOI arXiv OpenURL
Allendes, Alejandro; Otárola, Enrique; Rankin, Richard; Salgado, Abner J. An a posteriori error analysis for an optimal control problem with point sources. (English) Zbl 1415.49002 ESAIM, Math. Model. Numer. Anal. 52, No. 5, 1617-1650 (2018). Reviewer: Andrzej Świerniak (Gliwice) MSC: 49J20 49N10 49M25 65N15 65N30 PDF BibTeX XML Cite \textit{A. Allendes} et al., ESAIM, Math. Model. Numer. Anal. 52, No. 5, 1617--1650 (2018; Zbl 1415.49002) Full Text: DOI arXiv OpenURL
Glizer, Valery Y.; Kelis, Oleg Singular infinite horizon linear-quadratic optimal control problem for systems with known disturbances: a regularization approach. (English) Zbl 1424.49038 PLISKA, Stud. Math. 29, 47-56 (2018). Reviewer: Angela Slavova (Sofia) MSC: 49N10 49K40 49N60 49N35 49N25 93C73 PDF BibTeX XML Cite \textit{V. Y. Glizer} and \textit{O. Kelis}, PLISKA, Stud. Math. 29, 47--56 (2018; Zbl 1424.49038) Full Text: Link OpenURL
Glizer, Valery Y.; Kelis, Oleg Asymptotic properties of an infinite horizon partial cheap control problem for linear systems with known disturbances. (English) Zbl 1407.49051 Numer. Algebra Control Optim. 8, No. 2, 211-235 (2018). MSC: 49N10 93C70 93C73 PDF BibTeX XML Cite \textit{V. Y. Glizer} and \textit{O. Kelis}, Numer. Algebra Control Optim. 8, No. 2, 211--235 (2018; Zbl 1407.49051) Full Text: DOI OpenURL
Rafiei, Z.; Kafash, B.; Karbassi, S. M. State-control parameterization for solving linear constrained optimal control problems by using Chebyshev wavelets. (English) Zbl 1405.49022 Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 25, No. 5, 341-356 (2018). MSC: 49M30 65T60 49N10 PDF BibTeX XML Cite \textit{Z. Rafiei} et al., Dyn. Contin. Discrete Impuls. Syst., Ser. B, Appl. Algorithms 25, No. 5, 341--356 (2018; Zbl 1405.49022) Full Text: Link OpenURL
Li, Na; Wang, Yuan; Wu, Zhen An indefinite stochastic linear quadratic optimal control problem with delay and related forward-backward stochastic differential equations. (English) Zbl 1402.93268 J. Optim. Theory Appl. 179, No. 2, 722-744 (2018). MSC: 93E20 60H10 49N10 93C95 PDF BibTeX XML Cite \textit{N. Li} et al., J. Optim. Theory Appl. 179, No. 2, 722--744 (2018; Zbl 1402.93268) Full Text: DOI OpenURL
Antil, Harbir; Otárola, Enrique An a posteriori error analysis for an optimal control problem involving the fractional Laplacian. (English) Zbl 1477.49044 IMA J. Numer. Anal. 38, No. 1, 198-226 (2018). MSC: 49M25 35R11 65N15 65N30 65N50 PDF BibTeX XML Cite \textit{H. Antil} and \textit{E. Otárola}, IMA J. Numer. Anal. 38, No. 1, 198--226 (2018; Zbl 1477.49044) Full Text: arXiv OpenURL
Li, Na; Yu, Zhiyong Forward-backward stochastic differential equations and linear-quadratic generalized Stackelberg games. (English) Zbl 1417.91150 SIAM J. Control Optim. 56, No. 6, 4148-4180 (2018). MSC: 91A65 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{N. Li} and \textit{Z. Yu}, SIAM J. Control Optim. 56, No. 6, 4148--4180 (2018; Zbl 1417.91150) Full Text: DOI OpenURL
Grabowski, Piotr Small-gain theorem for a class of abstract parabolic systems. (English) Zbl 1403.49030 Opusc. Math. 38, No. 5, 651-680 (2018). Reviewer: Elvira Mascolo (Firenze) MSC: 49N10 93B28 PDF BibTeX XML Cite \textit{P. Grabowski}, Opusc. Math. 38, No. 5, 651--680 (2018; Zbl 1403.49030) Full Text: DOI OpenURL
Rakhshan, Seyed Ali; Effati, Sohrab; Kamyad, Ali Vahidian Solving a class of fractional optimal control problems by the Hamilton-Jacobi-Bellman equation. (English) Zbl 1400.93123 J. Vib. Control 24, No. 9, 1741-1756 (2018). MSC: 93C23 26A33 PDF BibTeX XML Cite \textit{S. A. Rakhshan} et al., J. Vib. Control 24, No. 9, 1741--1756 (2018; Zbl 1400.93123) Full Text: DOI OpenURL
EL-Sobky, B.; Aboutahoun, A. W. An active-set algorithm and a trust-region approach in constrained minimax problem. (English) Zbl 1406.49035 Comput. Appl. Math. 37, No. 3, 2605-2631 (2018). Reviewer: Zhang Xian (Xiamen) MSC: 49N35 49N10 49J35 65K05 90C47 PDF BibTeX XML Cite \textit{B. EL-Sobky} and \textit{A. W. Aboutahoun}, Comput. Appl. Math. 37, No. 3, 2605--2631 (2018; Zbl 1406.49035) Full Text: DOI OpenURL
Lapin, A. V.; Romanenko, A. D. Iterative method for solving parabolic linear-quadratic optimal control problem with constraints on the time derivative of the state. (English) Zbl 1477.49051 Lobachevskii J. Math. 39, No. 7, 916-928 (2018). Reviewer: Zhaojie Zhou (Jinan) MSC: 49N10 65N30 PDF BibTeX XML Cite \textit{A. V. Lapin} and \textit{A. D. Romanenko}, Lobachevskii J. Math. 39, No. 7, 916--928 (2018; Zbl 1477.49051) Full Text: DOI OpenURL
Ferrante, Augusto; Ntogramatzidis, Lorenzo On the reduction of the continuous-time generalized algebraic Riccati equation: an effective procedure for solving the singular LQ problem with smooth solutions. (English) Zbl 1401.49043 Automatica 93, 554-558 (2018). MSC: 49N10 PDF BibTeX XML Cite \textit{A. Ferrante} and \textit{L. Ntogramatzidis}, Automatica 93, 554--558 (2018; Zbl 1401.49043) Full Text: DOI OpenURL
Bashirov, A. E.; Abuassba, K. Invariant filtering results for wide band noise driven signal systems. (English) Zbl 1398.93329 TWMS J. Appl. Eng. Math. 8, No. 1, 71-82 (2018). MSC: 93E11 93E10 93E20 60G35 49N10 PDF BibTeX XML Cite \textit{A. E. Bashirov} and \textit{K. Abuassba}, TWMS J. Appl. Eng. Math. 8, No. 1, 71--82 (2018; Zbl 1398.93329) OpenURL
Birgani, Soleiman Najafi; Moaveni, Bijan; Khaki-Sedigh, Ali Infinite horizon linear quadratic tracking problem: a discounted cost function approach. (English) Zbl 1398.49026 Optim. Control Appl. Methods 39, No. 4, 1549-1572 (2018). MSC: 49N10 93D20 93B52 93C35 PDF BibTeX XML Cite \textit{S. N. Birgani} et al., Optim. Control Appl. Methods 39, No. 4, 1549--1572 (2018; Zbl 1398.49026) Full Text: DOI OpenURL
Målqvist, Axel; Persson, Anna; Stillfjord, Tony Multiscale differential Riccati equations for linear quadratic regulator problems. (English) Zbl 1397.49047 SIAM J. Sci. Comput. 40, No. 4, A2406-A2426 (2018). MSC: 49N10 65N12 65N30 93C20 PDF BibTeX XML Cite \textit{A. Målqvist} et al., SIAM J. Sci. Comput. 40, No. 4, A2406--A2426 (2018; Zbl 1397.49047) Full Text: DOI arXiv OpenURL
Costanza, Vicente; Rivadeneira, Pablo S.; Múnera, John A. Gómez An efficient cost reduction procedure for bounded-control LQR problems. (English) Zbl 1396.93020 Comput. Appl. Math. 37, No. 2, 1175-1196 (2018). MSC: 93B05 93C05 49N10 93B52 PDF BibTeX XML Cite \textit{V. Costanza} et al., Comput. Appl. Math. 37, No. 2, 1175--1196 (2018; Zbl 1396.93020) Full Text: DOI OpenURL
Zhang, Xin; Sun, Zhongyang; Xiong, Jie A general stochastic maximum principle for a Markov regime switching jump-diffusion model of mean-field type. (English) Zbl 1391.93302 SIAM J. Control Optim. 56, No. 4, 2563-2592 (2018). MSC: 93E20 PDF BibTeX XML Cite \textit{X. Zhang} et al., SIAM J. Control Optim. 56, No. 4, 2563--2592 (2018; Zbl 1391.93302) Full Text: DOI OpenURL
Lin, Yaning; Zhang, Tianliang; Zhang, Weihai Infinite horizon linear quadratic Pareto game of the stochastic singular systems. (English) Zbl 1390.93870 J. Franklin Inst. 355, No. 10, 4436-4452 (2018). MSC: 93E20 91A15 49K45 PDF BibTeX XML Cite \textit{Y. Lin} et al., J. Franklin Inst. 355, No. 10, 4436--4452 (2018; Zbl 1390.93870) Full Text: DOI OpenURL
Mena, Hermann; Ostermann, Alexander; Pfurtscheller, Lena-Maria; Piazzola, Chiara Numerical low-rank approximation of matrix differential equations. (English) Zbl 1432.65090 J. Comput. Appl. Math. 340, 602-614 (2018). MSC: 65L05 49J20 65L10 65F45 PDF BibTeX XML Cite \textit{H. Mena} et al., J. Comput. Appl. Math. 340, 602--614 (2018; Zbl 1432.65090) Full Text: DOI arXiv OpenURL
Mohammadzadeh, Robabeh; Lakestani, Mehrdad Optimal control of linear time-delay systems by a hybrid of block-pulse functions and biorthogonal cubic Hermite spline multiwavelets. (English) Zbl 1390.49037 Optim. Control Appl. Methods 39, No. 1, 357-376 (2018). MSC: 49M30 49N10 65D07 PDF BibTeX XML Cite \textit{R. Mohammadzadeh} and \textit{M. Lakestani}, Optim. Control Appl. Methods 39, No. 1, 357--376 (2018; Zbl 1390.49037) Full Text: DOI OpenURL
Li, Na; Wu, Zhen; Yu, Zhiyong Indefinite stochastic linear-quadratic optimal control problems with random jumps and related stochastic Riccati equations. (English) Zbl 1383.93095 Sci. China, Math. 61, No. 3, 563-576 (2018). MSC: 93E20 60H10 49N10 49K40 PDF BibTeX XML Cite \textit{N. Li} et al., Sci. China, Math. 61, No. 3, 563--576 (2018; Zbl 1383.93095) Full Text: DOI OpenURL
Duda, Zdzisław State estimation in a decentralized discrete time LQG control for a multisensor system. (English) Zbl 1453.93140 Arch. Control Sci. 27, No. 1, 29-39 (2017). Reviewer: Krzysztof Gałkowski (Zielona Gora) MSC: 93C55 93A14 49N10 93E11 PDF BibTeX XML Cite \textit{Z. Duda}, Arch. Control Sci. 27, No. 1, 29--39 (2017; Zbl 1453.93140) Full Text: DOI OpenURL
Lü, Qi; Wang, Tianxiao; Zhang, Xu Characterization of optimal feedback for stochastic linear quadratic control problems. (English) Zbl 1432.93384 Probab. Uncertain. Quant. Risk 2, Paper No. 11, 20 p. (2017). MSC: 93E20 93B52 93C05 60H10 49N10 PDF BibTeX XML Cite \textit{Q. Lü} et al., Probab. Uncertain. Quant. Risk 2, Paper No. 11, 20 p. (2017; Zbl 1432.93384) Full Text: DOI arXiv OpenURL
Bortakovskii, A. S.; Nemychenkov, G. I. Suboptimal control of bunches of trajectories of discrete deterministic automaton time-invariant systems. (English. Russian original) Zbl 1390.49004 J. Comput. Syst. Sci. Int. 56, No. 6, 914-929 (2017); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2017, No. 6, 20-34 (2017). MSC: 49J35 93C55 93C83 49N10 PDF BibTeX XML Cite \textit{A. S. Bortakovskii} and \textit{G. I. Nemychenkov}, J. Comput. Syst. Sci. Int. 56, No. 6, 914--929 (2017; Zbl 1390.49004); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2017, No. 6, 20--34 (2017) Full Text: DOI OpenURL
Bokhari, Ahmed; Amir, Abdessamad; Bahri, Sidi Mohamed; Belgacem, Fethi Bin Muhammad A generalized Bernoulli wavelet operational matrix of derivative applications to optimal control problems. (English) Zbl 1390.49034 Nonlinear Stud. 24, No. 4, 775-790 (2017). MSC: 49M30 65T60 74H15 11B68 49N10 33F05 PDF BibTeX XML Cite \textit{A. Bokhari} et al., Nonlinear Stud. 24, No. 4, 775--790 (2017; Zbl 1390.49034) Full Text: Link OpenURL
Levajković, Tijana; Mena, Hermann; Tuffaha, Amjad The stochastic LQR optimal control with fractional Brownian motion. (English) Zbl 1385.49018 Oberguggenberger, Michael (ed.) et al., Generalized functions and Fourier analysis. Dedicated to Stevan Pilipović on the occasion of his 65th birthday. Contributions of the 8th, 9th and 10th ISAAC congresses, Moscow, Russia, 2011, Krakow, Poland, 2013 and Macau, China, 2015. Basel: Birkhäuser/Springer (ISBN 978-3-319-51910-4/hbk; 978-3-319-51911-1/ebook). Operator Theory: Advances and Applications 260. Advances in Partial Differential Equations, 115-151 (2017). MSC: 49K45 93E20 60H07 49N10 60G22 PDF BibTeX XML Cite \textit{T. Levajković} et al., Oper. Theory: Adv. Appl. 260, 115--151 (2017; Zbl 1385.49018) Full Text: DOI OpenURL
Asekov, A. Z. Explicit solution to a linear-quadratic optimal control problem with an arbitrary terminal. (English. Russian original) Zbl 1386.49036 Mosc. Univ. Math. Bull. 72, No. 5, 210-212 (2017); translation from Vestn. Mosk. Univ., Ser. I 72, No. 5, 55-58 (2017). Reviewer: Andrzej Świerniak (Gliwice) MSC: 49K45 93E20 49K15 49N10 PDF BibTeX XML Cite \textit{A. Z. Asekov}, Mosc. Univ. Math. Bull. 72, No. 5, 210--212 (2017; Zbl 1386.49036); translation from Vestn. Mosk. Univ., Ser. I 72, No. 5, 55--58 (2017) Full Text: DOI OpenURL
Aksikas, I.; Moghadam, A. Alizadeh; Forbes, J. F. Optimal linear-quadratic control of coupled parabolic-hyperbolic PDEs. (English) Zbl 1383.49042 Int. J. Control 90, No. 10, 2152-2164 (2017). MSC: 49N10 35Q53 35G31 49K20 PDF BibTeX XML Cite \textit{I. Aksikas} et al., Int. J. Control 90, No. 10, 2152--2164 (2017; Zbl 1383.49042) Full Text: DOI OpenURL
Yu, Zhiyong Infinite horizon jump-diffusion forward-backward stochastic differential equations and their application to backward linear-quadratic problems. (English) Zbl 1375.60104 ESAIM, Control Optim. Calc. Var. 23, No. 4, 1331-1359 (2017). MSC: 60H10 93E20 49N10 PDF BibTeX XML Cite \textit{Z. Yu}, ESAIM, Control Optim. Calc. Var. 23, No. 4, 1331--1359 (2017; Zbl 1375.60104) Full Text: DOI arXiv OpenURL