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Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems

  • Published:2016-01 Issue:5 Volume:54 Page:2274-2308
  • ISSN:0363-0129
  • Container-title:SIAM Journal on Control and Optimization
  • language:en
  • Short-container-title:SIAM J. Control Optim.

Author:

Sun Jingrui,Li Xun,Yong Jiongmin

Funder

Fundamental Research Funds for the Central Universities

Hong Kong RGC

National Natural Science Foundation of China

National Science Foundation

Publisher

Society for Industrial & Applied Mathematics (SIAM)

Subject

Applied Mathematics,Control and Optimization

Cited by 117 articles. 订阅此论文施引文献 订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Open-Loop Control for Discrete-Time Mean-Field Stochastic Systems;IEEE Transactions on Automatic Control;2024-09

2. Stochastic LQ Optimal Control With Initial and Terminal Constraints;IEEE Transactions on Automatic Control;2024-09

3. Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games;Applied Mathematics & Optimization;2024-07-22

4. Linear quadratic mean-field game with volatility uncertainty;Journal of Mathematical Analysis and Applications;2024-06

5. Chelyshkov wavelet method for solving multidimensional variable order fractional optimal control problem;Journal of Applied Mathematics and Computing;2024-04-29
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