Stochastic linear–quadratic control problems with affine constraints-Reference-Cited by-同舟云学术

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Stochastic linear–quadratic control problems with affine constraints

Published:2024-09 Issue: Volume:191 Page:105887
ISSN:0167-6911
Container-title:Systems & Control Letters
language:en
Short-container-title:Systems & Control Letters

Author:

Gou Zhun,Huang Nan-Jing,Long Xian-Jun,Kang Jian-Hao

Funder

Chongqing Technology and Business University

Fundamental Research Funds for the Central Universities

Chongqing Municipal Education Commission

National Natural Science Foundation of China

Publisher

Elsevier BV

Reference31 articles.

1. On the time-inconsistent deterministic linear-quadratic control;Cai;SIAM J. Control Optim.,2022

2. The irregular linear quadratic control problem for deterministic case with time delay;Li;J. Syst. Sci. Complex.,2021

3. Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients;Lü;J. Math Pures et Appl.,2023

4. Stochastic Controls: Hamiltonian Systems and HJB Equations;Yong,1999

5. On a matrix Riccati equation of stochastic control;Wonham;SIAM J. Control,1968

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