## Found 1,544 Documents (Results 1–100)

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### A class of quadratic forward-backward stochastic differential equations. (English)Zbl 07545043

MSC:  60H10 93E20 60H30
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### A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators. (English)Zbl 07543540

MSC:  93E20 60H10 35K15
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MSC:  90Cxx
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### Robust time-inconsistent stochastic linear-quadratic control with drift disturbance. (English)Zbl 07539442

MSC:  93E99 60H10 91B51
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### Linear-quadratic optimal control for discrete-time stochastic descriptor systems. (English)Zbl 07538980

MSC:  49N10 93E20
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### General indefinite backward stochastic linear-quadratic optimal control problems. (English)Zbl 07538053

MSC:  93E20 49N10 49N35
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### Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach. (English)Zbl 07535625

MSC:  93E20 49N10 60H10
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### On optimal stochastic linear quadratic control with inversely proportional time-weighting in the cost. (English. Russian original)Zbl 07523557

Theory Probab. Appl. 67, No. 1, 28-43 (2022); translation from Teor. Veroyatn. Primen. 67, No. 1, 37-56 (2022).
MSC:  93E20 49N10
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### Model-free design of stochastic LQR controller from a primal-dual optimization perspective. (English)Zbl 1485.93636

MSC:  93E20 49N10
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### LQ control of Itô stochastic system with asymmetric information. (English)Zbl 07503682

MSC:  93E20 60H10 49N10
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### Extended mean-field control problem with partial observation. (English)Zbl 1485.93638

MSC:  93E20 49N10 60H30
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### On forward-backward stochastic differential equations in a domination-monotonicity framework. (English)Zbl 07490294

MSC:  60H10 49N10 93E20
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### Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory. (English)Zbl 07469385

MSC:  93E20 60H07 49N10
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### Stabilization control for Itô stochastic system with indefinite state and control weight costs. (English)Zbl 1482.93676

MSC:  93E15 93E20 49N10
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### Optimal control of interconnected systems with time-correlated noises: application to vehicle platoon. (English)Zbl 1482.93713

MSC:  93E20 49N10
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### Robust reinforcement learning for stochastic linear quadratic control with multiplicative noise. (English)Zbl 1480.93446

Jiang, Zhong-Ping (ed.) et al., Trends in nonlinear and adaptive control. A tribute to Laurent Praly for his 65th birthday. Cham: Springer. Lect. Notes Control Inf. Sci. 488, 249-277 (2022).
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### The minimization of the mean square of the deviation of a random signal from a given target. (English)Zbl 07477950

MSC:  93E20 93C57 49N10
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### Optimal control for unknown mean-field discrete-time system based on Q-learning. (English)Zbl 1483.93704

MSC:  93E20 93C55 49N10
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### Error analysis of a discretization for stochastic linear quadratic control problems governed by SDEs. (English)Zbl 1480.93450

MSC:  93E20 49N10 60H30
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### Optimal control theory. Applications to management science and economics. 4th edition. (English)Zbl 07451851

Springer Texts in Business and Economics. Cham: Springer (ISBN 978-3-030-91744-9/hbk; 978-3-030-91745-6/ebook). xxvii, 506 p. (2021).
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### Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems. (English)Zbl 1478.93736

MSC:  93E20 49N10 93C55
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### Optimal computing budget allocation for regression with gradient information. (English)Zbl 1478.93744

MSC:  93E20 62F15
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MSC:  93Exx
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### Time invariance of optimal control in a stochastic linear controller design with dynamic scaling of coefficients. (English. Russian original)Zbl 1478.93740

J. Comput. Syst. Sci. Int. 60, No. 2, 202-212 (2021); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2021, No. 2, 35-46 (2021).
MSC:  93E20 49N10
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### A BSDE approach to stochastic linear quadratic control problem. (English)Zbl 1472.93204

MSC:  93E20 49N10 60H10
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### Mixed optimal control of forward-backward stochastic system. (English)Zbl 1478.93747

MSC:  93E20 60H10 49N10
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### Linear-quadratic generalized Stackelberg games with jump-diffusion processes and related forward-backward stochastic differential equations. (English)Zbl 1481.60112

MSC:  60H10 91A65 93E20
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### Policy gradient methods for the noisy linear quadratic regulator over a finite horizon. (English)Zbl 07410672

MSC:  68Q25 68R10 68U05
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### Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system. (English)Zbl 1473.49040

MSC:  49N10 93E20 49K45
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### Optimal control for stochastic systems with multiple controllers of different information structures. (English)Zbl 1471.93284

MSC:  93E20 49N10 93C43
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### Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint. (English)Zbl 1470.93164

MSC:  93E20 49N10 49L25
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### Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system. (English)Zbl 1476.93164

MSC:  93E20 49N10 49N35
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### Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations. (English)Zbl 1469.93117

MSC:  93E20 60H10 49N10
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### Jump LQR systems with unknown transition probabilities. (English)Zbl 1467.93338

MSC:  93E20 49N10 90C39
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### Fully coupled mean-field FBSDEs with jumps and related optimal control problems. (English)Zbl 1469.93118

MSC:  93E20 60H10 91G10
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### Infinite horizon forward-backward SDEs and open-loop optimal controls for stochastic linear-quadratic problems with random coefficients. (English)Zbl 1467.93340

MSC:  93E20 60H10 49N10
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### The difference and unity of irregular LQ control and standard LQ control and its solution. (English)Zbl 1467.93341

MSC:  93E20 49N10
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### Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. (English)Zbl 1467.93337

MSC:  93E20 49N10 60H10
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### Optimal control problem of conditional mean-field stochastic differential equations. (Chinese. English summary)Zbl 1474.93238

MSC:  93E20 60H10 49N10
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### Optimal control for a linear quadratic problem with a stochastic time scale. (English. Russian original)Zbl 1466.93180

Autom. Remote Control 82, No. 5, 759-771 (2021); translation from Avtom. Telemekh. 2021, No. 5, 20-34 (2021).
MSC:  93E20 49N10 93C70
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### Optimal investment for an insurer under liquid reserves. (English)Zbl 1474.91164

MSC:  91G05 93E20
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### Nonzero-sum differential game of backward doubly stochastic systems with delay and applications. (English)Zbl 1471.91025

MSC:  91A15 60H10 49N10
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### Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. (English)Zbl 1471.91026

MSC:  91A16 60H30 49N10
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### Constrained stochastic LQ optimal control problem with random coefficients on infinite time horizon. (English)Zbl 1461.93550

MSC:  93E20 49N10 91G05
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