| 1 |
Linear Quadratic Optimal Control Problems with Fixed Terminal States and Integral Quadratic Constraints
Sun JR
Applied Mathematics and Optimization, 83(1), 251, 2021 |
| 2 |
Linear Quadratic Optimal Control Problems of Delayed Backward Stochastic Differential Equations
Meng WJ, Shi JT
Applied Mathematics and Optimization, 84(SUPPL 1), S523, 2021 |
| 3 |
Constrained Stochastic LQ Optimal Control Problem with Random Coefficients on Infinite Time Horizon
Pu JY, Zhang Q
Applied Mathematics and Optimization, 83(2), 1005, 2021 |
| 4 |
Solution to Delayed Forward and Backward Stochastic Difference Equations and Its Applications
Xu JJ, Wang W, Zhang HS
IEEE Transactions on Automatic Control, 66(3), 1407, 2021 |
| 5 |
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
Li X, Tai AH, Tian F
International Journal of Control, 94(1), 175, 2021 |
| 6 |
UNIFIED RICCATI THEORY FOR OPTIMAL PERMANENT AND SAMPLED-DATA CONTROL PROBLEMS IN FINITE AND INFINITE TIME HORIZONS
Bourdin L, Trelat E
SIAM Journal on Control and Optimization, 59(1), 489, 2021 |
| 7 |
OPTIMAL ERGODIC CONTROL OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH QUADRATIC COST FUNCTIONALS HAVING INDEFINITE WEIGHTS
Mei HW, Wei QM, Yong JM
SIAM Journal on Control and Optimization, 59(1), 584, 2021 |
| 8 |
Equilibrium Controls in Time Inconsistent Stochastic Linear Quadratic Problems
Wang TX
Applied Mathematics and Optimization, 81(2), 591, 2020 |
| 9 |
Linear Quadratic Mean Field Games: Asymptotic Solvability and Relation to the Fixed Point Approach
Huang MY, Zhou MJ
IEEE Transactions on Automatic Control, 65(4), 1397, 2020 |
| 10 |
Feedback Nash Equilibrium for Randomly Switching Differential-Algebraic Games
Tanwani A, Zhu QYZ
IEEE Transactions on Automatic Control, 65(8), 3286, 2020 |
