Skip to contents Wasimi, Saleh A. [Author]; Kitanidis, Peter K. [Author] Operation of a system of reservoirs under flood conditions using linear quadratic Gaussian stochastic control Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Iowa City, Iowa: Iowa Inst. of Hydraulic Research, 1983 Published in: Iowa Institute of Hydraulic Research: IIHR report ; 268 Kohlmann, Michael [Author]; Tang, Shanjian [Author] Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000 Dianetti, Jodi [Author] Linear-quadratic-singular stochastic differential games and applications Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023] Published in: Universität Bielefeld: Working papers ; 678 Dianetti, Jodi [Author] Linear-Quadratic-Singular Stochastic Differential Games and Applications Books View online Schließen > Links https://nbn-resolving.org/urn:nbn:de:0070-pub-29786777 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Center for Mathematical Economics, 2023 Dianetti, Jodi [Author] Linear-quadratic-singular stochastic differential games and applications Books View online Schließen > Links http://hdl.handle.net/10419/278468 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bielefeld: Bielefeld University, Center for Mathematical Economics (IMW), 2023 Kohlmann, Michael [Author]; Tang, Shanjian [Author] Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000 Hochhaus, Andreas [Author] ; Freiling, Gerhard [Contributor] Existenz-, Konvergenz- und Vergleichssätze für verallgemeinerte Riccatische Matrix-Gleichungen ; Existence, convergence and comparison theorems for generalized matrix Riccati equations Thesis View online Schließen > Links https://nbn-resolving.org/urn:nbn:de:hbz:464-duett-07222002-1603319 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. University of Duisburg-Essen: DuEPublico2 (Duisburg Essen Publications online), 2002-05-08 Kunoth, Angela [Author]; Schwab, Christoph [Author] Analytic regularity and GPC approximation for control problems constrained by linear parametric elliptic and parabolic PDEs Books View online Schließen > Links https://hdl.handle.net/20.500.11850/566982 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Seminar for Applied Mathematics, ETH Zurich, 2011-09 Published in: SAM Research Report, 2011-54 Aurell, Alexander [Author] Mean-field type games between two players driven by backward stochastic differential equations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018 Kohlmann, Michael [Author]; Tang, Shanjian [Author] Multi-Dimensional Backward Stochastic Riccati Equations, and Applications Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000 Kohlmann, Michael [Author]; Tang, Shanjian [Author] Recent Advances in Backward Stochastic Riccati Equations and their Applications Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000 Miller, Enzo [Author] ; Université Paris Cité [Contributor]; Pham, Huyên [Contributor]; Aïd, René [Contributor] Non Markovian stochastic linear-quadratic control : Volterra equations, rough volatility and equations with delay ; Contrôle linéaire-quadratique stochastique non markovien : dynamique de Volterra, volatilité rugueuse et équations avec retard Thesis View online Schließen > Links http://www.theses.fr/2021UNIP7114/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2021-05-25 Lefebvre, William [Author] ; Université Paris Cité [Contributor]; Pham, Huyên [Contributor] Stochastic control methods applied to portfolio construction, control with delay and PDE solving ; Méthodes de contrôle stochastique appliquées à la construction de portefeuille, au contrôle avec retard et à la résolution d'EDPs Thesis View online Schließen > Links http://www.theses.fr/2022UNIP7099/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2022-12-09 Gravell, Benjamin; Ganapathy, Karthik; Summers, Tyler Policy Iteration for Linear Quadratic Games With Stochastic Parameters Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Electrical and Electronics Engineers (IEEE), 2021 Published in: IEEE Control Systems Letters Li, Xun; Ni, Yuan-Hua; Zhang, Ji-Feng Discrete-Time Stochastic Linear-Quadratic Optimal Control with Time-Inconsistency Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: IFAC-PapersOnLine Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng Finite-Horizon Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: IFAC-PapersOnLine Duncan, T.E.; Pasik-Duncan, B. Stochastic Linear-Quadratic Control with State Dependent Fractional Brownian Noise and Stochastic Coefficients Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: IFAC-PapersOnLine Pang, Bo; Jiang, Zhong-Ping Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: IFAC-PapersOnLine Maity, Dipankar; Baras, John S. Linear Quadratic Stochastic Differential Games under Asymmetric Value of Information * *Research partially supported by ARO grants W911NF-14-1-0384 and W911NF-15-1-0646, and by National Science Foundation (NSF) grant CNS-1544787 Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: IFAC-PapersOnLine Dragan, V.; Aberkane, S.; Ivanov, I.; Popa, I.-L. On the Stabilizing Solution of Periodic Riccati Differential Equations Related to a Class of Stochastic Linear Quadratic Differential Game * *This work was supported by a grant of the Romanian National Authority for Scientific Research and Innovation, CNCS/CCCDI UEFISCDI, project number PN-III-P2-2.1-BG-2016-0333, within PNCDI III Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: IFAC-PapersOnLine
Wasimi, Saleh A. [Author]; Kitanidis, Peter K. [Author] Operation of a system of reservoirs under flood conditions using linear quadratic Gaussian stochastic control Books Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Iowa City, Iowa: Iowa Inst. of Hydraulic Research, 1983 Published in: Iowa Institute of Hydraulic Research: IIHR report ; 268
Kohlmann, Michael [Author]; Tang, Shanjian [Author] Optimal Control of Linear Stochastic Systems with Singular Costs, and the Mean-Variance Hedging Problem with Stochastic Market Conditions Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000
Dianetti, Jodi [Author] Linear-quadratic-singular stochastic differential games and applications Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bielefeld, Germany: Center for Mathematical Economics (IMW), Bielefeld University, [2023] Published in: Universität Bielefeld: Working papers ; 678
Dianetti, Jodi [Author] Linear-Quadratic-Singular Stochastic Differential Games and Applications Books View online Schließen > Links https://nbn-resolving.org/urn:nbn:de:0070-pub-29786777 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Center for Mathematical Economics, 2023
Dianetti, Jodi [Author] Linear-quadratic-singular stochastic differential games and applications Books View online Schließen > Links http://hdl.handle.net/10419/278468 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Bielefeld: Bielefeld University, Center for Mathematical Economics (IMW), 2023
Kohlmann, Michael [Author]; Tang, Shanjian [Author] Global Adapted Solution of One-Dimensional Backward Stochastic Riccati Equations, with Application to the Mean- Variance Hedging Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000
Hochhaus, Andreas [Author] ; Freiling, Gerhard [Contributor] Existenz-, Konvergenz- und Vergleichssätze für verallgemeinerte Riccatische Matrix-Gleichungen ; Existence, convergence and comparison theorems for generalized matrix Riccati equations Thesis View online Schließen > Links https://nbn-resolving.org/urn:nbn:de:hbz:464-duett-07222002-1603319 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. University of Duisburg-Essen: DuEPublico2 (Duisburg Essen Publications online), 2002-05-08
Kunoth, Angela [Author]; Schwab, Christoph [Author] Analytic regularity and GPC approximation for control problems constrained by linear parametric elliptic and parabolic PDEs Books View online Schließen > Links https://hdl.handle.net/20.500.11850/566982 Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Seminar for Applied Mathematics, ETH Zurich, 2011-09 Published in: SAM Research Report, 2011-54
Aurell, Alexander [Author] Mean-field type games between two players driven by backward stochastic differential equations Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Basel: MDPI, 2018
Kohlmann, Michael [Author]; Tang, Shanjian [Author] Multi-Dimensional Backward Stochastic Riccati Equations, and Applications Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000
Kohlmann, Michael [Author]; Tang, Shanjian [Author] Recent Advances in Backward Stochastic Riccati Equations and their Applications Books View online Schließen > Access More information on the full text Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. KOPS - The Institutional Repository of the University of Konstanz, 2000
Miller, Enzo [Author] ; Université Paris Cité [Contributor]; Pham, Huyên [Contributor]; Aïd, René [Contributor] Non Markovian stochastic linear-quadratic control : Volterra equations, rough volatility and equations with delay ; Contrôle linéaire-quadratique stochastique non markovien : dynamique de Volterra, volatilité rugueuse et équations avec retard Thesis View online Schließen > Links http://www.theses.fr/2021UNIP7114/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2021-05-25
Lefebvre, William [Author] ; Université Paris Cité [Contributor]; Pham, Huyên [Contributor] Stochastic control methods applied to portfolio construction, control with delay and PDE solving ; Méthodes de contrôle stochastique appliquées à la construction de portefeuille, au contrôle avec retard et à la résolution d'EDPs Thesis View online Schließen > Links http://www.theses.fr/2022UNIP7099/document Show more show less Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. theses.fr, 2022-12-09
Gravell, Benjamin; Ganapathy, Karthik; Summers, Tyler Policy Iteration for Linear Quadratic Games With Stochastic Parameters Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Institute of Electrical and Electronics Engineers (IEEE), 2021 Published in: IEEE Control Systems Letters
Li, Xun; Ni, Yuan-Hua; Zhang, Ji-Feng Discrete-Time Stochastic Linear-Quadratic Optimal Control with Time-Inconsistency Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: IFAC-PapersOnLine
Ni, Yuan-Hua; Li, Xun; Zhang, Ji-Feng Finite-Horizon Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2015 Published in: IFAC-PapersOnLine
Duncan, T.E.; Pasik-Duncan, B. Stochastic Linear-Quadratic Control with State Dependent Fractional Brownian Noise and Stochastic Coefficients Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: IFAC-PapersOnLine
Pang, Bo; Jiang, Zhong-Ping Robust Reinforcement Learning for Stochastic Linear Quadratic Control with Multiplicative Noise Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2021 Published in: IFAC-PapersOnLine
Maity, Dipankar; Baras, John S. Linear Quadratic Stochastic Differential Games under Asymmetric Value of Information * *Research partially supported by ARO grants W911NF-14-1-0384 and W911NF-15-1-0646, and by National Science Foundation (NSF) grant CNS-1544787 Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: IFAC-PapersOnLine
Dragan, V.; Aberkane, S.; Ivanov, I.; Popa, I.-L. On the Stabilizing Solution of Periodic Riccati Differential Equations Related to a Class of Stochastic Linear Quadratic Differential Game * *This work was supported by a grant of the Romanian National Authority for Scientific Research and Innovation, CNCS/CCCDI UEFISCDI, project number PN-III-P2-2.1-BG-2016-0333, within PNCDI III Articles View online Schließen > Access Close > Bookmarks You can manage bookmarks using lists, please log in to your user account for this. Elsevier BV, 2017 Published in: IFAC-PapersOnLine
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