Pellat, Rhoss Likibi; Pamen, Olivier Menoukeu; Ouknine, Youssef A class of quadratic forward-backward stochastic differential equations. (English) Zbl 07545043 J. Math. Anal. Appl. 514, No. 2, Article ID 126100, 39 p. (2022). MSC: 60H10 93E20 60H30 PDF BibTeX XML Cite \textit{R. L. Pellat} et al., J. Math. Anal. Appl. 514, No. 2, Article ID 126100, 39 p. (2022; Zbl 07545043) Full Text: DOI OpenURL
Hu, Mingshang; Ji, Shaolin; Xu, Rundong A global stochastic maximum principle for forward-backward stochastic control systems with quadratic generators. (English) Zbl 07543540 SIAM J. Control Optim. 60, No. 3, 1791-1818 (2022). MSC: 93E20 60H10 35K15 PDF BibTeX XML Cite \textit{M. Hu} et al., SIAM J. Control Optim. 60, No. 3, 1791--1818 (2022; Zbl 07543540) Full Text: DOI OpenURL
Jesús López Yánez, Williams; das Chagas de Souza, Francisco On the effect of probing noise in optimal control LQR via Q-learning using adaptive filtering algorithms. (English) Zbl 07539644 Eur. J. Control 65, Article ID 100633, 12 p. (2022). MSC: 93E20 49N10 93C55 93C05 PDF BibTeX XML Cite \textit{W. Jesús López Yánez} and \textit{F. das Chagas de Souza}, Eur. J. Control 65, Article ID 100633, 12 p. (2022; Zbl 07539644) Full Text: DOI OpenURL
Shu, Yadong; Li, Bo Expected value based optimal control for discrete-time stochastic noncausal systems. (English) Zbl 07539462 Optim. Lett. 16, No. 6, 1847-1879 (2022). MSC: 90Cxx PDF BibTeX XML Cite \textit{Y. Shu} and \textit{B. Li}, Optim. Lett. 16, No. 6, 1847--1879 (2022; Zbl 07539462) Full Text: DOI OpenURL
Han, Bingyan; Pun, Chi Seng; Wong, Hoi Ying Robust time-inconsistent stochastic linear-quadratic control with drift disturbance. (English) Zbl 07539442 Appl. Math. Optim. 86, No. 1, Paper No. 4, 40 p. (2022). MSC: 93E99 60H10 91B51 PDF BibTeX XML Cite \textit{B. Han} et al., Appl. Math. Optim. 86, No. 1, Paper No. 4, 40 p. (2022; Zbl 07539442) Full Text: DOI OpenURL
Shu, Yadong; Li, Bo Linear-quadratic optimal control for discrete-time stochastic descriptor systems. (English) Zbl 07538980 J. Ind. Manag. Optim. 18, No. 3, 1583-1602 (2022). MSC: 49N10 93E20 PDF BibTeX XML Cite \textit{Y. Shu} and \textit{B. Li}, J. Ind. Manag. Optim. 18, No. 3, 1583--1602 (2022; Zbl 07538980) Full Text: DOI OpenURL
Sun, Jingrui; Wen, Jiaqiang; Xiong, Jie General indefinite backward stochastic linear-quadratic optimal control problems. (English) Zbl 07538053 ESAIM, Control Optim. Calc. Var. 28, Paper No. 36, 17 p. (2022). MSC: 93E20 49N10 49N35 PDF BibTeX XML Cite \textit{J. Sun} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 36, 17 p. (2022; Zbl 07538053) Full Text: DOI OpenURL
Yu, Zhiyong; Zhang, Baokai; Zhang, Feng One kind of linear-quadratic zero-sum stochastic differential game with jumps. (English) Zbl 07536223 Int. J. Control 95, No. 6, 1470-1481 (2022). MSC: 49N70 49N10 60H10 91A23 PDF BibTeX XML Cite \textit{Z. Yu} et al., Int. J. Control 95, No. 6, 1470--1481 (2022; Zbl 07536223) Full Text: DOI OpenURL
Feng, Xinwei; Hu, Ying; Huang, Jianhui Backward Stackelberg differential game with constraints: a mixed terminal-perturbation and linear-quadratic approach. (English) Zbl 07535625 SIAM J. Control Optim. 60, No. 3, 1488-1518 (2022). MSC: 93E20 49N10 60H10 PDF BibTeX XML Cite \textit{X. Feng} et al., SIAM J. Control Optim. 60, No. 3, 1488--1518 (2022; Zbl 07535625) Full Text: DOI OpenURL
Palamarchuk, E. S. 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 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Theory Probab. Appl. 67, No. 1, 28--43 (2022; Zbl 07523557); translation from Teor. Veroyatn. Primen. 67, No. 1, 37--56 (2022) Full Text: DOI OpenURL
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 49N10 91A15 91A80 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
Shen, Yang; Zou, Bin Mean-variance portfolio selection in contagious markets. (English) Zbl 07511195 SIAM J. Financ. Math. 13, No. 2, 391-425 (2022). MSC: 91G10 60G55 93E20 49N10 PDF BibTeX XML Cite \textit{Y. Shen} and \textit{B. Zou}, SIAM J. Financ. Math. 13, No. 2, 391--425 (2022; Zbl 07511195) Full Text: DOI OpenURL
Li, Man; Qin, Jiahu; Zheng, Wei Xing; Wang, Yaonan; Kang, Yu Model-free design of stochastic LQR controller from a primal-dual optimization perspective. (English) Zbl 1485.93636 Automatica 140, Article ID 110253, 9 p. (2022). MSC: 93E20 49N10 PDF BibTeX XML Cite \textit{M. Li} et al., Automatica 140, Article ID 110253, 9 p. (2022; Zbl 1485.93636) Full Text: DOI OpenURL
Yang, Xueyang; Yu, Zhiyong FBSDEs involving time delays and advancements on infinite horizon and LQ problems with delays. (English) Zbl 1485.93643 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 1485.93643) Full Text: DOI OpenURL
Yu, Hao; Shang, Jun; Chen, Tongwen Stochastic event-based LQG control: an analysis on strict consistency. (English) Zbl 1485.93368 Automatica 138, Article ID 110157, 14 p. (2022). MSC: 93C65 93C55 93E20 49N10 PDF BibTeX XML Cite \textit{H. Yu} et al., Automatica 138, Article ID 110157, 14 p. (2022; Zbl 1485.93368) Full Text: DOI OpenURL
Ma, Tianfu; Xu, Juanjuan; Wang, Hongxia LQ control of Itô stochastic system with asymmetric information. (English) Zbl 07503682 J. Math. Anal. Appl. 512, No. 2, Article ID 126165, 12 p. (2022). Reviewer: Kurt Marti (München) MSC: 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{T. Ma} et al., J. Math. Anal. Appl. 512, No. 2, Article ID 126165, 12 p. (2022; Zbl 07503682) Full Text: DOI OpenURL
Huang, Zhen; Wang, Ying; Wang, Xiangrong A mean-field optimal control for fully coupled forward-backward stochastic control systems with Lévy processes. (English) Zbl 1485.93631 J. Syst. Sci. Complex. 35, No. 1, 205-220 (2022). MSC: 93E20 49N80 49N10 60G51 PDF BibTeX XML Cite \textit{Z. Huang} et al., J. Syst. Sci. Complex. 35, No. 1, 205--220 (2022; Zbl 1485.93631) Full Text: DOI OpenURL
Nie, Tianyang; Yan, Ke Extended mean-field control problem with partial observation. (English) Zbl 1485.93638 ESAIM, Control Optim. Calc. Var. 28, Paper No. 17, 43 p. (2022). MSC: 93E20 49N10 60H30 PDF BibTeX XML Cite \textit{T. Nie} and \textit{K. Yan}, ESAIM, Control Optim. Calc. Var. 28, Paper No. 17, 43 p. (2022; Zbl 1485.93638) Full Text: DOI OpenURL
Moon, Jun Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems. (English) Zbl 1484.91095 Math. Control Relat. Fields 12, No. 2, 371-404 (2022). MSC: 91A65 49N10 91A16 49N80 60J74 PDF BibTeX XML Cite \textit{J. Moon}, Math. Control Relat. Fields 12, No. 2, 371--404 (2022; Zbl 1484.91095) Full Text: DOI OpenURL
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Constrained stochastic LQ control with regime switching and application to portfolio selection. (English) Zbl 1484.91425 Ann. Appl. Probab. 32, No. 1, 426-460 (2022). MSC: 91G10 93E20 49N10 60H30 PDF BibTeX XML Cite \textit{Y. Hu} et al., Ann. Appl. Probab. 32, No. 1, 426--460 (2022; Zbl 1484.91425) Full Text: DOI arXiv 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
Zheng, Yueyang; Shi, Jingtao A linear-quadratic partially observed Stackelberg stochastic differential game with application. (English) Zbl 07483713 Appl. Math. Comput. 420, Article ID 126819, 22 p. (2022). MSC: 93E20 49K45 49N10 49N70 60H10 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, Appl. Math. Comput. 420, Article ID 126819, 22 p. (2022; Zbl 07483713) Full Text: DOI arXiv OpenURL
Albeverio, Sergio; De Vecchi, Francesco C.; Romano, Andrea; Ugolini, Stefania Mean-field limit for a class of stochastic ergodic control problems. (English) Zbl 1483.49052 SIAM J. Control Optim. 60, No. 1, 479-504 (2022). MSC: 49N80 60H10 60F15 49N05 49N10 PDF BibTeX XML Cite \textit{S. Albeverio} et al., SIAM J. Control Optim. 60, No. 1, 479--504 (2022; Zbl 1483.49052) Full Text: DOI arXiv OpenURL
Hu, Ying; Tang, Shanjian Stochastic LQ control and associated Riccati equation of PDEs driven by state- and control-dependent white noise. (English) Zbl 1485.93632 SIAM J. Control Optim. 60, No. 1, 435-457 (2022). MSC: 93E20 93B05 49N10 60H15 60H40 PDF BibTeX XML Cite \textit{Y. Hu} and \textit{S. Tang}, SIAM J. Control Optim. 60, No. 1, 435--457 (2022; Zbl 1485.93632) Full Text: DOI arXiv OpenURL
Delavarkhalafi, Ali; Fatemion Aghda, A. S.; Tahmasebi, Mahdieh Maximum principle for infinite horizon optimal control of mean-field backward stochastic systems with delay and noisy memory. (English) Zbl 07469385 Int. J. Control 95, No. 2, 535-543 (2022). Reviewer: Kurt Marti (München) MSC: 93E20 60H07 49N10 PDF BibTeX XML Cite \textit{A. Delavarkhalafi} et al., Int. J. Control 95, No. 2, 535--543 (2022; Zbl 07469385) Full Text: DOI OpenURL
Li, Hongdan; Qi, Qingyuan; Zhang, Huanshui Stabilization control for Itô stochastic system with indefinite state and control weight costs. (English) Zbl 1482.93676 Int. J. Control 95, No. 2, 295-302 (2022). MSC: 93E15 93E20 49N10 PDF BibTeX XML Cite \textit{H. Li} et al., Int. J. Control 95, No. 2, 295--302 (2022; Zbl 1482.93676) Full Text: DOI arXiv OpenURL
Wang, Yan; Su, Rong; Wang, Bohui Optimal control of interconnected systems with time-correlated noises: application to vehicle platoon. (English) Zbl 1482.93713 Automatica 137, Article ID 110018, 11 p. (2022). MSC: 93E20 49N10 PDF BibTeX XML Cite \textit{Y. Wang} et al., Automatica 137, Article ID 110018, 11 p. (2022; Zbl 1482.93713) Full Text: DOI OpenURL
Hu, Ying; Shi, Xiaomin; Xu, Zuo Quan Constrained stochastic LQ control on infinite time horizon with regime switching. (English) Zbl 1482.93703 ESAIM, Control Optim. Calc. Var. 28, Paper No. 5, 24 p. (2022). MSC: 93E20 49N10 60H30 91G10 PDF BibTeX XML Cite \textit{Y. Hu} et al., ESAIM, Control Optim. Calc. Var. 28, Paper No. 5, 24 p. (2022; Zbl 1482.93703) Full Text: DOI arXiv OpenURL
Zhu, Yichen; Escobar-Anel, Marcos Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (English) Zbl 07465280 Appl. Math. Comput. 418, Article ID 126836, 18 p. (2022). MSC: 49M25 49N90 60G99 91-08 91G10 PDF BibTeX XML Cite \textit{Y. Zhu} and \textit{M. Escobar-Anel}, Appl. Math. Comput. 418, Article ID 126836, 18 p. (2022; Zbl 07465280) Full Text: DOI OpenURL
Pang, Bo; Jiang, Zhong-Ping 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). MSC: 93E20 49N10 93B35 93C55 93C05 93D25 PDF BibTeX XML Cite \textit{B. Pang} and \textit{Z.-P. Jiang}, Lect. Notes Control Inf. Sci. 488, 249--277 (2022; Zbl 1480.93446) Full Text: DOI OpenURL
Lu, Xiao; Zhang, Qiyan; Liang, Xiao; Wang, Haixia; Sheng, Chunyang; Zhang, Zhiguo Optimal LQG control for discrete time-varying system with multiplicative noise and multiple state delays. (English) Zbl 07527649 Control Theory Technol. 19, No. 3, 328-338 (2021). MSC: 93E20 49N10 93C55 39A50 PDF BibTeX XML Cite \textit{X. Lu} et al., Control Theory Technol. 19, No. 3, 328--338 (2021; Zbl 07527649) Full Text: DOI OpenURL
Chen, Xin; Wang, Fang Neural-network-based stochastic linear quadratic optimal tracking control scheme for unknown discrete-time systems using adaptive dynamic programming. (English) Zbl 07527648 Control Theory Technol. 19, No. 3, 315-327 (2021). MSC: 93E20 49N10 93C55 93C40 49L20 PDF BibTeX XML Cite \textit{X. Chen} and \textit{F. Wang}, Control Theory Technol. 19, No. 3, 315--327 (2021; Zbl 07527648) Full Text: DOI OpenURL
Huang, Minyi; Yang, Xuwei Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control. (English) Zbl 07498427 Appl. Math. Optim. 84, Suppl. 2, 1969-2010 (2021). Reviewer: Savin Treanta (Bucureşti) MSC: 49N10 93A15 93E20 90C39 PDF BibTeX XML Cite \textit{M. Huang} and \textit{X. Yang}, Appl. Math. Optim. 84, 1969--2010 (2021; Zbl 07498427) Full Text: DOI OpenURL
Vladimirov, Igor G.; Petersen, Ian R.; James, Matthew R. Quadratic-exponential functionals of Gaussian quantum processes. (English) Zbl 07484156 Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150024, 40 p. (2021). MSC: 81S22 81S25 81P16 81S05 81R15 47B35 81Q10 37L40 60G15 81Q93 93B35 94A17 PDF BibTeX XML Cite \textit{I. G. Vladimirov} et al., Infin. Dimens. Anal. Quantum Probab. Relat. Top. 24, No. 4, Article ID 2150024, 40 p. (2021; Zbl 07484156) Full Text: DOI arXiv OpenURL
Dragan, Vasile; Ivanov, Ivan G. The minimization of the mean square of the deviation of a random signal from a given target. (English) Zbl 07477950 Ann. Acad. Rom. Sci., Math. Appl. 13, No. 1-2, 195-215 (2021). MSC: 93E20 93C57 49N10 PDF BibTeX XML Cite \textit{V. Dragan} and \textit{I. G. Ivanov}, Ann. Acad. Rom. Sci., Math. Appl. 13, No. 1--2, 195--215 (2021; Zbl 07477950) Full Text: Link OpenURL
Ge, Yingying; Liu, Xikui; Li, Yan Optimal control for unknown mean-field discrete-time system based on Q-learning. (English) Zbl 1483.93704 Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 52, No. 15, 3335-3349 (2021). MSC: 93E20 93C55 49N10 PDF BibTeX XML Cite \textit{Y. Ge} et al., Int. J. Syst. Sci., Princ. Appl. Syst. Integr. 52, No. 15, 3335--3349 (2021; Zbl 1483.93704) Full Text: DOI OpenURL
Zheng, Yueyang; Shi, Jingtao A Stackelberg game of backward stochastic differential equations with partial information. (English) Zbl 1481.91042 Math. Control Relat. Fields 11, No. 4, 797-828 (2021). MSC: 91A65 93E20 49N10 49N70 60H10 91G10 PDF BibTeX XML Cite \textit{Y. Zheng} and \textit{J. Shi}, Math. Control Relat. Fields 11, No. 4, 797--828 (2021; Zbl 1481.91042) Full Text: DOI arXiv OpenURL
Wang, Hongxia; Zhang, Huanshui; Xie, Lihua Optimal control and stabilization for Itô systems with input delay. (English) Zbl 1480.93448 J. Syst. Sci. Complex. 34, No. 5, 1895-1926 (2021). MSC: 93E20 49N10 34K50 93C43 PDF BibTeX XML Cite \textit{H. Wang} et al., J. Syst. Sci. Complex. 34, No. 5, 1895--1926 (2021; Zbl 1480.93448) 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
Sethi, Suresh P. 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). Reviewer: Gheorghe Moroşanu (Cluj-Napoca) MSC: 49-01 91-01 49K15 49N10 49S05 49J15 49J55 49N35 91B76 91B62 90C30 91A10 90B30 90B60 91A23 60J60 PDF BibTeX XML Cite \textit{S. P. Sethi}, Optimal control theory. Applications to management science and economics. 4th edition. Cham: Springer (2021; Zbl 07451851) Full Text: DOI OpenURL
Zhang, Shuaiqi; Xiong, Jie; Shi, Jingtao A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information. (English) Zbl 1480.93454 Syst. Control Lett. 157, Article ID 105046, 7 p. (2021). MSC: 93E20 49N10 93C23 34K50 PDF BibTeX XML Cite \textit{S. Zhang} et al., Syst. Control Lett. 157, Article ID 105046, 7 p. (2021; Zbl 1480.93454) Full Text: DOI OpenURL
Han, Jiequn; Hu, Ruimeng Recurrent neural networks for stochastic control problems with delay. (English) Zbl 1478.93661 Math. Control Signals Syst. 33, No. 4, 775-795 (2021). MSC: 93E03 34K50 93B70 93C43 49N10 91G10 PDF BibTeX XML Cite \textit{J. Han} and \textit{R. Hu}, Math. Control Signals Syst. 33, No. 4, 775--795 (2021; Zbl 1478.93661) Full Text: DOI arXiv OpenURL
Li, Yichun; Ma, Shuping Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems. (English) Zbl 1478.93736 J. Franklin Inst. 358, No. 17, 8993-9022 (2021). MSC: 93E20 49N10 93C55 PDF BibTeX XML Cite \textit{Y. Li} and \textit{S. Ma}, J. Franklin Inst. 358, No. 17, 8993--9022 (2021; Zbl 1478.93736) Full Text: DOI OpenURL
Wang, Tianxiang; Xu, Jie; Hu, Jian-Qiang; Chen, Chun-Hung Optimal computing budget allocation for regression with gradient information. (English) Zbl 1478.93744 Automatica 134, Article ID 109927, 11 p. (2021). MSC: 93E20 62F15 PDF BibTeX XML Cite \textit{T. Wang} et al., Automatica 134, Article ID 109927, 11 p. (2021; Zbl 1478.93744) Full Text: DOI OpenURL
Li, Hongdan; Li, Xun; Zhang, Huanshui Optimal control for discrete-time NCSs with input delay and Markovian packet losses: hold-input case. (English) Zbl 1478.93735 Automatica 132, Article ID 109806, 10 p. (2021). MSC: 93E20 49N10 93E15 93B70 93C55 93C43 PDF BibTeX XML Cite \textit{H. Li} et al., Automatica 132, Article ID 109806, 10 p. (2021; Zbl 1478.93735) Full Text: DOI arXiv OpenURL
Lefebvre, William; Miller, Enzo Linear-quadratic stochastic delayed control and deep learning resolution. (English) Zbl 1478.93734 J. Optim. Theory Appl. 191, No. 1, 134-168 (2021). MSC: 93E20 93C43 34K50 35Q93 91G10 68T07 PDF BibTeX XML Cite \textit{W. Lefebvre} and \textit{E. Miller}, J. Optim. Theory Appl. 191, No. 1, 134--168 (2021; Zbl 1478.93734) Full Text: DOI arXiv OpenURL
Lopes, R. O.; Mendes, Eduardo M. A. M.; Torres, L. A. B.; Vargas, A. N.; Palhares, R. M. Finite-horizon suboptimal control of Markov jump linear parameter-varying systems. (English) Zbl 1478.93737 Int. J. Control 94, No. 10, 2659-2668 (2021). MSC: 93E20 93D09 93D40 49N10 93C05 PDF BibTeX XML Cite \textit{R. O. Lopes} et al., Int. J. Control 94, No. 10, 2659--2668 (2021; Zbl 1478.93737) Full Text: DOI OpenURL
Meng, Weijun; Shi, Jingtao A global maximum principle for stochastic optimal control problems with delay and applications. (English) Zbl 1478.93739 Syst. Control Lett. 150, Article ID 104909, 14 p. (2021). MSC: 93E20 93C23 34K50 93C43 PDF BibTeX XML Cite \textit{W. Meng} and \textit{J. Shi}, Syst. Control Lett. 150, Article ID 104909, 14 p. (2021; Zbl 1478.93739) Full Text: DOI OpenURL
Zhang, Liangquan; Zhang, Wei Global solutions of stochastic Stackelberg differential games under convex control constraint. (English) Zbl 1482.91020 Syst. Control Lett. 156, Article ID 105020, 15 p. (2021). Reviewer: Vivek S. Borkar (Mumbai) MSC: 91A15 91A65 93E20 60H10 49K45 PDF BibTeX XML Cite \textit{L. Zhang} and \textit{W. Zhang}, Syst. Control Lett. 156, Article ID 105020, 15 p. (2021; Zbl 1482.91020) Full Text: DOI arXiv OpenURL
Wang, Guangchen; Wang, Wencan; Yan, Zhiguo Linear quadratic control of backward stochastic differential equation with partial information. (English) Zbl 07423613 Appl. Math. Comput. 403, Article ID 126164, 16 p. (2021). MSC: 93Exx PDF BibTeX XML Cite \textit{G. Wang} et al., Appl. Math. Comput. 403, Article ID 126164, 16 p. (2021; Zbl 07423613) Full Text: DOI arXiv OpenURL
Kounta, Moussa; Dawson, Nathan J. Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay. (English) Zbl 1475.93117 Methodol. Comput. Appl. Probab. 23, No. 3, 1155-1172 (2021). MSC: 93E20 49L25 49N10 60G40 60J20 PDF BibTeX XML Cite \textit{M. Kounta} and \textit{N. J. Dawson}, Methodol. Comput. Appl. Probab. 23, No. 3, 1155--1172 (2021; Zbl 1475.93117) Full Text: DOI OpenURL
Zhu, Jin; Xia, Kai; Dullerud, Geir E. Asynchronous quadratic control for constrained hidden Markov jump linear systems with incomplete MTPM and MOCPM. (English) Zbl 1475.93109 IMA J. Math. Control Inf. 38, No. 2, 714-742 (2021). MSC: 93E03 49N10 93C55 93C05 PDF BibTeX XML Cite \textit{J. Zhu} et al., IMA J. Math. Control Inf. 38, No. 2, 714--742 (2021; Zbl 1475.93109) Full Text: DOI OpenURL
Jaber, Eduardo Abi; Miller, Enzo; Pham, Huyên Linear-quadratic control for a class of stochastic Volterra equations: solvability and approximation. (English) Zbl 1475.93116 Ann. Appl. Probab. 31, No. 5, 2244-2274 (2021). MSC: 93E20 93C25 49N10 60G22 60H20 PDF BibTeX XML Cite \textit{E. A. Jaber} et al., Ann. Appl. Probab. 31, No. 5, 2244--2274 (2021; Zbl 1475.93116) Full Text: DOI arXiv Link 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
Palamarchuk, E. S. 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). Reviewer: Kurt Marti (München) MSC: 93E20 49N10 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, J. Comput. Syst. Sci. Int. 60, No. 2, 202--212 (2021; Zbl 1478.93740); translation from Izv. Ross. Akad. Nauk, Teor. Sist. Upravl. 2021, No. 2, 35--46 (2021) Full Text: DOI OpenURL
Feng, Xinwei; Huang, Jianhui; Wang, Shujun Social optima of backward linear-quadratic-Gaussian mean-field teams. (English) Zbl 1476.93158 Appl. Math. Optim. 84, Suppl. 1, S651-S694 (2021). MSC: 93E20 49N10 91B69 60H10 PDF BibTeX XML Cite \textit{X. Feng} et al., Appl. Math. Optim. 84, S651--S694 (2021; Zbl 1476.93158) Full Text: DOI OpenURL
Meng, Weijun; Shi, Jingtao Linear quadratic optimal control problems of delayed backward stochastic differential equations. (English) Zbl 1476.93162 Appl. Math. Optim. 84, Suppl. 1, S523-S559 (2021). MSC: 93E20 93C43 49N10 34K50 PDF BibTeX XML Cite \textit{W. Meng} and \textit{J. Shi}, Appl. Math. Optim. 84, S523--S559 (2021; Zbl 1476.93162) Full Text: DOI arXiv OpenURL
Ackermann, Julia; Kruse, Thomas; Urusov, Mikhail Càdlàg semimartingale strategies for optimal trade execution in stochastic order book models. (English) Zbl 1476.91166 Finance Stoch. 25, No. 4, 757-810 (2021). MSC: 91G15 93E20 60H10 60G99 PDF BibTeX XML Cite \textit{J. Ackermann} et al., Finance Stoch. 25, No. 4, 757--810 (2021; Zbl 1476.91166) Full Text: DOI arXiv OpenURL
Liu, Wei; Shi, Peng; Xie, Xiangpeng; Yue, Dong; Fei, Shumin Optimal linear-quadratic-Gaussian control for discrete-time linear systems with white and time-correlated measurement noises. (English) Zbl 1472.93200 Optim. Control Appl. Methods 42, No. 5, 1467-1486 (2021). MSC: 93E20 49N10 93C55 93C05 60H40 PDF BibTeX XML Cite \textit{W. Liu} et al., Optim. Control Appl. Methods 42, No. 5, 1467--1486 (2021; Zbl 1472.93200) Full Text: DOI OpenURL
Zhang, Wei; Zhang, Liangquan A BSDE approach to stochastic linear quadratic control problem. (English) Zbl 1472.93204 Optim. Control Appl. Methods 42, No. 4, 1206-1224 (2021). MSC: 93E20 49N10 60H10 PDF BibTeX XML Cite \textit{W. Zhang} and \textit{L. Zhang}, Optim. Control Appl. Methods 42, No. 4, 1206--1224 (2021; Zbl 1472.93204) Full Text: DOI OpenURL
Zhang, Huanjun Mixed optimal control of forward-backward stochastic system. (English) Zbl 1478.93747 Optim. Control Appl. Methods 42, No. 3, 833-847 (2021). Reviewer: Kurt Marti (München) MSC: 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{H. Zhang}, Optim. Control Appl. Methods 42, No. 3, 833--847 (2021; Zbl 1478.93747) 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
Peng, Chenchen; Zhang, Weihai; Ma, Limin Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games. (English) Zbl 1472.93201 J. Franklin Inst. 358, No. 16, 8288-8307 (2021). MSC: 93E20 49N10 91A12 91A15 91A25 PDF BibTeX XML Cite \textit{C. Peng} et al., J. Franklin Inst. 358, No. 16, 8288--8307 (2021; Zbl 1472.93201) 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
Bensoussan, Alain; Yam, Sheung Chi Phillip Mean field approach to stochastic control with partial information. (English) Zbl 1476.93156 ESAIM, Control Optim. Calc. Var. 27, Paper No. 89, 27 p. (2021). Reviewer: Hector Jasso (Ciudad de México) MSC: 93E20 49N80 49N30 60H30 93C05 PDF BibTeX XML Cite \textit{A. Bensoussan} and \textit{S. C. P. Yam}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 89, 27 p. (2021; Zbl 1476.93156) Full Text: DOI arXiv OpenURL
Li, Xun; Shi, Jingtao; Yong, Jiongmin Mean-field linear-quadratic stochastic differential games in an infinite horizon. (English) Zbl 1471.91023 ESAIM, Control Optim. Calc. Var. 27, Paper No. 81, 40 p. (2021). MSC: 91A15 91A16 91A05 49N10 PDF BibTeX XML Cite \textit{X. Li} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 81, 40 p. (2021; Zbl 1471.91023) Full Text: DOI arXiv OpenURL
Zhang, Xin; Li, Xun; Xiong, Jie Open-loop and closed-loop solvabilities for stochastic linear quadratic optimal control problems of Markovian regime switching system. (English) Zbl 1473.49040 ESAIM, Control Optim. Calc. Var. 27, Paper No. 69, 35 p. (2021). MSC: 49N10 93E20 49K45 PDF BibTeX XML Cite \textit{X. Zhang} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 69, 35 p. (2021; Zbl 1473.49040) Full Text: DOI arXiv OpenURL
Qi, Qingyuan; Xie, Lihua; Zhang, Huanshui Optimal control for stochastic systems with multiple controllers of different information structures. (English) Zbl 1471.93284 IEEE Trans. Autom. Control 66, No. 9, 4160-4175 (2021). MSC: 93E20 49N10 93C43 PDF BibTeX XML Cite \textit{Q. Qi} et al., IEEE Trans. Autom. Control 66, No. 9, 4160--4175 (2021; Zbl 1471.93284) Full Text: DOI OpenURL
Li, Min; Wu, Zhen Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information. (English) Zbl 1470.91033 J. Math. Anal. Appl. 504, No. 1, Article ID 125315, 26 p. (2021). MSC: 91A15 91A16 49N10 49N80 60H30 91G80 PDF BibTeX XML Cite \textit{M. Li} and \textit{Z. Wu}, J. Math. Anal. Appl. 504, No. 1, Article ID 125315, 26 p. (2021; Zbl 1470.91033) Full Text: DOI OpenURL
Dai, Haoran; Zhou, Jianjun; Li, Han Infinite horizon stochastic maximum principle for stochastic delay evolution equations in Hilbert spaces. (English) Zbl 1470.93163 Bull. Malays. Math. Sci. Soc. (2) 44, No. 5, 3229-3258 (2021). MSC: 93E20 93C25 60H30 49K27 49N10 PDF BibTeX XML Cite \textit{H. Dai} et al., Bull. Malays. Math. Sci. Soc. (2) 44, No. 5, 3229--3258 (2021; Zbl 1470.93163) Full Text: DOI OpenURL
Horst, Ulrich; Xia, Xiaonyu Continuous viscosity solutions to linear-quadratic stochastic control problems with singular terminal state constraint. (English) Zbl 1470.93164 Appl. Math. Optim. 84, No. 1, 1159-1184 (2021). MSC: 93E20 49N10 49L25 PDF BibTeX XML Cite \textit{U. Horst} and \textit{X. Xia}, Appl. Math. Optim. 84, No. 1, 1159--1184 (2021; Zbl 1470.93164) Full Text: DOI arXiv OpenURL
Wen, Jiaqiang; Li, Xun; Xiong, Jie Weak closed-loop solvability of stochastic linear quadratic optimal control problems of Markovian regime switching system. (English) Zbl 1476.93164 Appl. Math. Optim. 84, No. 1, 535-565 (2021). Reviewer: Heinrich Hering (Rockenberg) MSC: 93E20 49N10 49N35 PDF BibTeX XML Cite \textit{J. Wen} et al., Appl. Math. Optim. 84, No. 1, 535--565 (2021; Zbl 1476.93164) Full Text: DOI arXiv OpenURL
Lakhdari, Imad Eddine; Miloudi, Hakima; Hafayed, Mokhtar Stochastic maximum principle for partially observed optimal control problems of general McKean-Vlasov differential equations. (English) Zbl 1469.93117 Bull. Iran. Math. Soc. 47, No. 4, 1021-1043 (2021). MSC: 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{I. E. Lakhdari} et al., Bull. Iran. Math. Soc. 47, No. 4, 1021--1043 (2021; Zbl 1469.93117) Full Text: DOI OpenURL
Tzortzis, Ioannis; Charalambous, Charalambos D.; Hadjicostis, Christoforos N. Jump LQR systems with unknown transition probabilities. (English) Zbl 1467.93338 IEEE Trans. Autom. Control 66, No. 6, 2693-2708 (2021). MSC: 93E20 49N10 90C39 PDF BibTeX XML Cite \textit{I. Tzortzis} et al., IEEE Trans. Autom. Control 66, No. 6, 2693--2708 (2021; Zbl 1467.93338) Full Text: DOI 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
Lin, Yaning; Zhang, Weihai Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game. (English) Zbl 1468.91014 J. Franklin Inst. 358, No. 10, 5532-5551 (2021). MSC: 91A15 91A16 91A12 49N10 49N80 PDF BibTeX XML Cite \textit{Y. Lin} and \textit{W. Zhang}, J. Franklin Inst. 358, No. 10, 5532--5551 (2021; Zbl 1468.91014) Full Text: DOI OpenURL
Lin, Yaning Linear quadratic open-loop Stackelberg game for stochastic systems with Poisson jumps. (English) Zbl 1467.93294 J. Franklin Inst. 358, No. 10, 5262-5280 (2021). MSC: 93E03 91A65 91A80 49N10 PDF BibTeX XML Cite \textit{Y. Lin}, J. Franklin Inst. 358, No. 10, 5262--5280 (2021; Zbl 1467.93294) Full Text: DOI 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
Sun, Jingrui; Wang, Hanxiao; Wu, Zhen Mean-field linear-quadratic stochastic differential games. (English) Zbl 1479.91032 J. Differ. Equations 296, 299-334 (2021). MSC: 91A15 91A16 91A05 49N10 49N70 49N80 PDF BibTeX XML Cite \textit{J. Sun} et al., J. Differ. Equations 296, 299--334 (2021; Zbl 1479.91032) Full Text: DOI arXiv OpenURL
Zhang, Huanshui; Xu, Juanjuan The difference and unity of irregular LQ control and standard LQ control and its solution. (English) Zbl 1467.93341 ESAIM, Control Optim. Calc. Var. 27, Suppl., Paper No. S31, 18 p. (2021). MSC: 93E20 49N10 PDF BibTeX XML Cite \textit{H. Zhang} and \textit{J. Xu}, ESAIM, Control Optim. Calc. Var. 27, Paper No. S31, 18 p. (2021; Zbl 1467.93341) Full Text: DOI arXiv 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
Sun, Jingrui; Wang, Hanxiao Linear-quadratic optimal control for backward stochastic differential equations with random coefficients. (English) Zbl 1467.93337 ESAIM, Control Optim. Calc. Var. 27, Paper No. 46, 27 p. (2021). MSC: 93E20 49N10 60H10 PDF BibTeX XML Cite \textit{J. Sun} and \textit{H. Wang}, ESAIM, Control Optim. Calc. Var. 27, Paper No. 46, 27 p. (2021; Zbl 1467.93337) Full Text: DOI arXiv OpenURL
Xie, Tinghan; Wang, Bing-Chang; Huang, Jianhui Robust linear quadratic mean field social control: a direct approach. (English) Zbl 1467.49026 ESAIM, Control Optim. Calc. Var. 27, Paper No. 20, 19 p. (2021). MSC: 49N10 49N70 91A12 93E03 PDF BibTeX XML Cite \textit{T. Xie} et al., ESAIM, Control Optim. Calc. Var. 27, Paper No. 20, 19 p. (2021; Zbl 1467.49026) Full Text: DOI OpenURL
Wu, Shuang Optimal control problem of conditional mean-field stochastic differential equations. (Chinese. English summary) Zbl 1474.93238 Chin. Ann. Math., Ser. A 42, No. 1, 75-88 (2021). MSC: 93E20 60H10 49N10 PDF BibTeX XML Cite \textit{S. Wu}, Chin. Ann. Math., Ser. A 42, No. 1, 75--88 (2021; Zbl 1474.93238) Full Text: DOI OpenURL
Palamarchuk, E. S. 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 PDF BibTeX XML Cite \textit{E. S. Palamarchuk}, Autom. Remote Control 82, No. 5, 759--771 (2021; Zbl 1466.93180); translation from Avtom. Telemekh. 2021, No. 5, 20--34 (2021) Full Text: DOI OpenURL
Yuan, Haili; Hu, Yijun Optimal investment for an insurer under liquid reserves. (English) Zbl 1474.91164 J. Ind. Manag. Optim. 17, No. 1, 339-355 (2021). MSC: 91G05 93E20 PDF BibTeX XML Cite \textit{H. Yuan} and \textit{Y. Hu}, J. Ind. Manag. Optim. 17, No. 1, 339--355 (2021; Zbl 1474.91164) Full Text: DOI OpenURL
Sun, Jingrui Two-person zero-sum stochastic linear-quadratic differential games. (English) Zbl 1467.91010 SIAM J. Control Optim. 59, No. 3, 1804-1829 (2021). MSC: 91A15 91A10 49N10 49N70 PDF BibTeX XML Cite \textit{J. Sun}, SIAM J. Control Optim. 59, No. 3, 1804--1829 (2021; Zbl 1467.91010) Full Text: DOI arXiv OpenURL
Suzuki, Kiyoshi Infinite-horizon optimal switching regions for a pair-trading strategy with quadratic risk aversion considering simultaneous multiple switchings: a viscosity solution approach. (English) Zbl 1470.60116 Math. Oper. Res. 46, No. 1, 336-360 (2021). MSC: 60G40 49L25 60H30 91G20 PDF BibTeX XML Cite \textit{K. Suzuki}, Math. Oper. Res. 46, No. 1, 336--360 (2021; Zbl 1470.60116) Full Text: DOI OpenURL
Abi Jaber, Eduardo; Miller, Enzo; Pham, Huyen Integral operator Riccati equations arising in stochastic Volterra control problems. (English) Zbl 1477.45004 SIAM J. Control Optim. 59, No. 2, 1581-1603 (2021). MSC: 45J05 93E20 45D05 45N05 49J55 PDF BibTeX XML Cite \textit{E. Abi Jaber} et al., SIAM J. Control Optim. 59, No. 2, 1581--1603 (2021; Zbl 1477.45004) Full Text: DOI arXiv OpenURL
Gao, Mengmeng; Zhao, Junsheng; Sun, Wei Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump. (English) Zbl 1464.93084 J. Franklin Inst. 358, No. 6, 2933-2947 (2021). MSC: 93E20 49N10 60J70 60G55 PDF BibTeX XML Cite \textit{M. Gao} et al., J. Franklin Inst. 358, No. 6, 2933--2947 (2021; Zbl 1464.93084) 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
Sun, Jingrui; Wang, Hanxiao Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability. (English) Zbl 1461.93553 Math. Control Relat. Fields 11, No. 1, 47-71 (2021). MSC: 93E20 49N10 49N80 93B52 PDF BibTeX XML Cite \textit{J. Sun} and \textit{H. Wang}, Math. Control Relat. Fields 11, No. 1, 47--71 (2021; Zbl 1461.93553) Full Text: DOI arXiv OpenURL
Bensoussan, Alain; Feng, Xinwei; Huang, Jianhui Linear-quadratic-Gaussian mean-field-game with partial observation and common noise. (English) Zbl 1471.91026 Math. Control Relat. Fields 11, No. 1, 23-46 (2021). MSC: 91A16 60H30 49N10 PDF BibTeX XML Cite \textit{A. Bensoussan} et al., Math. Control Relat. Fields 11, No. 1, 23--46 (2021; Zbl 1471.91026) 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
Chávez-Fuentes, Jorge R.; Costa, Eduardo F.; Terra, Marco H.; Rocha, Kaio D. T. The linear quadratic optimal control problem for discrete-time Markov jump linear singular systems. (English) Zbl 1461.93540 Automatica 127, Article ID 109506, 8 p. (2021). MSC: 93E20 49N10 93C55 93C05 PDF BibTeX XML Cite \textit{J. R. Chávez-Fuentes} et al., Automatica 127, Article ID 109506, 8 p. (2021; Zbl 1461.93540) Full Text: DOI OpenURL
Zhu, Yingjun; Jia, Guangyan Stochastic linear quadratic control problem on time scales. (English) Zbl 1465.93231 Discrete Dyn. Nat. Soc. 2021, Article ID 5743014, 12 p. (2021). MSC: 93E20 34N05 49N10 93B52 PDF BibTeX XML Cite \textit{Y. Zhu} and \textit{G. Jia}, Discrete Dyn. Nat. Soc. 2021, Article ID 5743014, 12 p. (2021; Zbl 1465.93231) Full Text: DOI OpenURL
Stavrou, Photios A.; Skoglund, Mikael LQG control and linear policies for noisy communication links with synchronized side information at the decoder. (English) Zbl 1461.93552 Automatica 123, Article ID 109306, 8 p. (2021). MSC: 93E20 49N10 93C55 93C05 PDF BibTeX XML Cite \textit{P. A. Stavrou} and \textit{M. Skoglund}, Automatica 123, Article ID 109306, 8 p. (2021; Zbl 1461.93552) Full Text: DOI OpenURL
Moon, Jun Linear-quadratic stochastic Stackelberg differential games for jump-diffusion systems. (English) Zbl 1460.91028 SIAM J. Control Optim. 59, No. 2, 954-976 (2021). Reviewer: George Stoica (Saint John) MSC: 91A15 91A65 93E20 49N10 PDF BibTeX XML Cite \textit{J. Moon}, SIAM J. Control Optim. 59, No. 2, 954--976 (2021; Zbl 1460.91028) Full Text: DOI arXiv OpenURL