| 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 |
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 |
| 4 |
Equilibrium Controls in Time Inconsistent Stochastic Linear Quadratic Problems
Wang TX
Applied Mathematics and Optimization, 81(2), 591, 2020 |
| 5 |
A Suboptimality Approach to Distributed Linear Quadratic Optimal Control
Jiao JJ, Trentelman HL, Camlibel MK
IEEE Transactions on Automatic Control, 65(3), 1218, 2020 |
| 6 |
TIME-INCONSISTENT LINEAR QUADRATIC OPTIMAL CONTROL PROBLEMS FOR STOCHASTIC EVOLUTION EQUATIONS
Dou FF, Lu Q
SIAM Journal on Control and Optimization, 58(1), 485, 2020 |
| 7 |
Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations
Li X, Sun JR, Xiong J
Applied Mathematics and Optimization, 80(1), 223, 2019 |
| 8 |
MIXED EQUILIBRIUM SOLUTION OF TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC PROBLEM
Ni YH, Li X, Zhang JF, Krstic M
SIAM Journal on Control and Optimization, 57(1), 533, 2019 |
| 9 |
LINEAR-QUADRATIC OPTIMAL CONTROL OF DIFFERENTIAL-ALGEBRAIC SYSTEMS: THE INFINITE TIME HORIZON PROBLEM WITH ZERO TERMINAL STATE
Reis T, Voigt M
SIAM Journal on Control and Optimization, 57(3), 1567, 2019 |
| 10 |
OPTIMAL CONTROL ON THE DOUBLY INFINITE TIME AXIS FOR WELL-POSED LINEAR SYSTEMS
Opmeer MR, Staffans OJ
SIAM Journal on Control and Optimization, 57(3), 1985, 2019 |
