| 1 |
CONSTRAINED QUADRATIC RISK MINIMIZATION VIA FORWARD AND BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS
Li YS, Zheng H
SIAM Journal on Control and Optimization, 56(2), 1130, 2018 |
| 2 |
THE STOCHASTIC LINEAR QUADRATIC CONTROL PROBLEM WITH SINGULAR ESTIMATES
Hafizoglu C, Lasiecka I, Levajkovic T, Mena H, Tuffaha A
SIAM Journal on Control and Optimization, 55(2), 595, 2017 |
| 3 |
TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC CONTROL: CHARACTERIZATION AND UNIQUENESS OF EQUILIBRIUM
Hu Y, Jin HQ, Zhou XY
SIAM Journal on Control and Optimization, 55(2), 1261, 2017 |
| 4 |
TIME-INCONSISTENT STOCHASTIC LINEAR-QUADRATIC CONTROL
Hu Y, Jin HQ, Zhou XY
SIAM Journal on Control and Optimization, 50(3), 1548, 2012 |
| 5 |
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 |
| 6 |
Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems
Costa OLV, de Paulo WL
Automatica, 43(4), 587, 2007 |
| 7 |
Stochastic linear-quadratic control with conic control constraints on an infinite time horizon
Chen X, Zhou XY
SIAM Journal on Control and Optimization, 43(3), 1120, 2004 |
| 8 |
Multidimensional backward stochastic Riccati equations and applications
Kohlmann M, Tang SJ
SIAM Journal on Control and Optimization, 41(6), 1696, 2002 |
| 9 |
Stochastic frequency characteristics
Wu HZ, Zhou XY
SIAM Journal on Control and Optimization, 40(2), 557, 2001 |
