Results 211 to 220 of about 14,274 (262)

Linear Quadratic Optimal Control Problems

2021
In this chapter, we are concerned with linear quadratic optimal control problems (LQ problems for short) for stochastic evolution equations, in which the diffusion terms depend on the control variables and the coefficients are stochastic. In such a general setting, one has to introduce suitable operator-valued backward stochastic evolution equations ...
Qi Lü, Xu Zhang
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Identifiability and Solvability in Inverse Linear Quadratic Optimal Control Problems

Journal of Systems Science and Complexity, 2021
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Yibei Li, Bo Wahlberg, Xiaoming Hu 0001
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Stochastic Linear Quadratic Optimal Control Problems

Applied Mathematics & Optimization, 2001
The stochastic linear quadratic optimal control problem is extensively studied for the case of random coefficients, what is highly important in applications like mathematical finance (mean variance hedging). The cost functional is allowed to have a negative weight on the square of the control which reveals interesting differences to the deterministic ...
Chen, S., Yong, J.
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Optimal information acquisition for a linear quadratic control problem

European Journal of Operational Research, 2009
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Snorre Lindset   +2 more
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Linear Quadratic Optimal Control Problems

1995
In this chapter we consider the optimal control problem with a linear state equation and a quadratic cost functional. Such problems are referred to as linear-quadratic optimal control problems, or LQ problems for short.
Xunjing Li, Jiongmin Yong
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A Singular Linear Quadratic Time-Inconsistent Optimal Control Problem

Journal of Systems Science and Complexity, 2023
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
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