A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint
出版年份 2023 全文链接
标题
A Class of Optimal Control Problems of Forward–Backward Systems with Input Constraint
作者
关键词
-
出版物
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Volume -, Issue -, Pages -
出版商
Springer Science and Business Media LLC
发表日期
2023-10-17
DOI
10.1007/s10957-023-02314-0
参考文献
相关参考文献
注意:仅列出部分参考文献,下载原文获取全部文献信息。- Mixed Linear Quadratic Stochastic Differential Leader-Follower Game with Input Constraint
- (2021) Tinghan Xie et al. APPLIED MATHEMATICS AND OPTIMIZATION
- A partial information linear-quadratic optimal control problem of backward stochastic differential equation with its applications
- (2020) Pengyan Huang et al. Science China-Information Sciences
- Linear quadratic mean field game with control input constraint
- (2018) Ying Hu et al. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
- Linear-Quadratic Mean-Field-Game for Stochastic Delayed Systems
- (2018) Jianhui Huang et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Linear quadratic mean field game with control input constraint
- (2018) Ying Hu et al. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints
- (2018) Ying Hu et al. SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Time-Inconsistent Stochastic Linear-Quadratic Control: Characterization and Uniqueness of Equilibrium
- (2017) Ying Hu et al. SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Linear Quadratic Mean Field Type Control and Mean Field Games with Common Noise, with Application to Production of an Exhaustible Resource
- (2016) P. Jameson Graber APPLIED MATHEMATICS AND OPTIMIZATION
- Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
- (2016) Jianhui Huang et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
- (2016) Jingrui Sun et al. SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- On well-posedness of forward–backward SDEs—A unified approach
- (2015) Jin Ma et al. ANNALS OF APPLIED PROBABILITY
- A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
- (2015) Guangchen Wang et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Nonlinear Stochastic Differential Games Involving a Major Player and a Large Number of Collectively Acting Minor Agents
- (2014) Rainer Buckdahn et al. SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- A general maximum principle for optimal control of forward–backward stochastic systems
- (2013) Zhen Wu AUTOMATICA
- OPTIMAL INVESTMENT UNDER RELATIVE PERFORMANCE CONCERNS
- (2013) Gilles-Edouard Espinosa et al. MATHEMATICAL FINANCE
- Maximum principle for optimal control of fully coupled forward-backward stochastic differential delayed equations
- (2012) Jianhui Huang et al. ESAIM-CONTROL OPTIMISATION AND CALCULUS OF VARIATIONS
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- (2012) Minyi Huang et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Maximum Principles for a Class of Partial Information Risk-Sensitive Optimal Controls
- (2010) Jianhui Huang et al. IEEE TRANSACTIONS ON AUTOMATIC CONTROL
- Maximum Principle for Partially-Observed Optimal Control of Fully-Coupled Forward-Backward Stochastic Systems
- (2010) J. T. Shi et al. JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
- Optimality Variational Principle for Controlled Forward-Backward Stochastic Differential Equations with Mixed Initial-Terminal Conditions
- (2010) Jiongmin Yong SIAM JOURNAL ON CONTROL AND OPTIMIZATION
- Near-optimal control problems for linear forward–backward stochastic systems
- (2009) Jianhui Huang et al. AUTOMATICA
- Forward-backward stochastic differential equations with mixed initial-terminal conditions
- (2009) Jiongmin Yong TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY
- Markov Perfect Industry Dynamics With Many Firms
- (2008) ECONOMETRICA
Publish scientific posters with Peeref
Peeref publishes scientific posters from all research disciplines. Our Diamond Open Access policy means free access to content and no publication fees for authors.
Learn MoreAsk a Question. Answer a Question.
Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.
Get Started