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General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
29天前
已完结
An exact line search method for solving generalized continuous-time algebraic Riccati equations
1个月前
已完结
Rosenbrock Methods for Solving Riccati Differential Equations
1个月前
已完结
Multidimensional Backward Stochastic Riccati Equations and Applications
1个月前
已完结
Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection
1个月前
已完结
Dynamic Programming for General Linear Quadratic Optimal Stochastic Control with Random Coefficients
1个月前
已完结
General Linear Quadratic Optimal Stochastic Control Problems with Random Coefficients: Linear Stochastic Hamilton Systems and Backward Stochastic Riccati Equations
1个月前
已完结
Stochastic Hamilton–Jacobi–Bellman Equations
1个月前
已完结
Linear Quadratic Optimal Stochastic Control with Random Coefficients
1个月前
已完结
On Optimal Control of Linear Stochastic Equations with a Linear-Quadratic Criterion
1个月前
已完结
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