A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation

Author： Yong Jiongmin  

Publisher： Taylor & Francis Ltd

ISSN： 0736-2994

Source： Stochastic Analysis and Applications, Vol.26, Iss.6, 2008-11, pp. : 1136-1160

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Equivalent cost functionals and stochastic linear quadratic optimal control problems∗

By Yu Zhiyong  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 19, Iss. 1, 2013-02 ,pp. : 78-90

Edp Sciences

Access to resources Recommend Favorite

The Norm Optimal Control Problem for Stochastic Linear Control Systems∗

By Wang Yanqing   Zhang Can  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 21, Iss. 2, 2015-03 ,pp. : 399-413

Edp Sciences

Access to resources Recommend Favorite

Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities∗

By Sun Jingrui  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 23, Iss. 3, 2017-05 ,pp. : 1099-1127

Edp Sciences

Access to resources Recommend Favorite

A deterministic affine-quadratic optimal control problem∗

By Wang Yuanchang   Yong Jiongmin  

ESAIM: Control, Optimisation and Calculus of Variations, Vol. 20, Iss. 3, 2014-06 ,pp. : 633-661

Edp Sciences

Access to resources Recommend Favorite

An inverse optimal problem in discrete-time stochastic control

By González-Sánchez David   Hernández-Lerma Onésimo  

Journal of Difference Equations and Applications, Vol. 19, Iss. 1, 2013-01 ,pp. : 39-53

Taylor & Francis Ltd

Access to resources Recommend Favorite