| 1 |
A GENERAL STOCHASTIC MAXIMUM PRINCIPLE FOR A MARKOV REGIME SWITCHING JUMP-DIFFUSION MODEL OF MEAN-FIELD TYPE
Zhang X, Sun ZY, Xiong J
SIAM Journal on Control and Optimization, 56(4), 2563, 2018 |
| 2 |
COMPUTATIONAL METHOD FOR SOLVING A STOCHASTIC LINEAR-QUADRATIC CONTROL PROBLEM GIVEN AN UNSOLVABLE STOCHASTIC ALGEBRAIC RICCATI EQUATION
Iiduka H, Yamada I
SIAM Journal on Control and Optimization, 50(4), 2173, 2012 |
| 3 |
AN LQ PROBLEM FOR THE HEAT EQUATION ON THE HALFLINE WITH DIRICHLET BOUNDARY CONTROL AND NOISE
Fabbri G, Goldys B
SIAM Journal on Control and Optimization, 48(3), 1473, 2009 |
| 4 |
Stabilizability and positiveness of solutions of the jump linear quadratic problem and the coupled algebraic Riccati equation
do Val JBR, Costa EF
IEEE Transactions on Automatic Control, 50(5), 691, 2005 |
| 5 |
On linear-quadratic optimal control problems for time-varying descriptor systems
Kurina GA, Marz R
SIAM Journal on Control and Optimization, 42(6), 2062, 2004 |
| 6 |
Multidimensional backward stochastic Riccati equations and applications
Kohlmann M, Tang SJ
SIAM Journal on Control and Optimization, 41(6), 1696, 2002 |
| 7 |
Weighted Sensitivity Minimization in Systems with a Single-Input Delay - A State-Space Solution
Tadmor G
SIAM Journal on Control and Optimization, 35(5), 1445, 1997 |
| 8 |
Causal Feedback Optimal-Control for Volterra Integral-Equations
Pritchard AJ, You YC
SIAM Journal on Control and Optimization, 34(6), 1874, 1996 |
