✦ LIBER ✦

Forward–backward linear quadratic stochastic optimal control problem with delay

✍ Scribed by Jianhui Huang; Xun Li; Jingtao Shi

Book ID: 113923111
Publisher: Elsevier Science
Year: 2012
Tongue: English
Weight: 261 KB
Volume: 61
Category: Article
ISSN: 0167-6911
DOI: 10.1016/j.sysconle.2012.02.010

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Stochastic Linear Quadratic Optimal Cont

Stochastic Linear Quadratic Optimal Control Problems

✍ S. Chen; J. Yong 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 157 KB

Linear−quadratic optimal control and non

Linear−quadratic optimal control and nonzero-sum differential game of forward−backward stochastic system

✍ Zhiyong Yu 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 213 KB

Backward linear-quadratic stochastic opt

Backward linear-quadratic stochastic optimal control and nonzero-sum differential game problem with random jumps

✍ Detao Zhang 📂 Article 📅 2010 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 241 KB

Stochastic differential equations and st

Stochastic differential equations and stochastic linear quadratic optimal control problem with Lévy processes

✍ Huaibin Tang; Zhen Wu 📂 Article 📅 2009 🏛 Academy of Mathematics and Systems Science, Chines 🌐 English ⚖ 213 KB

Global maximum principle for the forward

Global maximum principle for the forward–backward stochastic optimal control problem with poisson jumps

✍ Jingtao Shi 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 206 KB

ϵ-Optimal and Optimal Controls for the S

ϵ-Optimal and Optimal Controls for the Stochastic Linear-Quadratic Problem

✍ C. Tudor 📂 Article 📅 1990 🏛 John Wiley and Sons 🌐 English ⚖ 505 KB

Abstreot. We study the stochastic regulator problem in HILBERT spaces for systems governed by linear stochastic differential equations with retarded controls and with state and control dependent noise. We use integral RICCATI equations and no reference to a RICCATI differential equation or to the IT