| 1 |
Constrained Stochastic LQ Optimal Control Problem with Random Coefficients on Infinite Time Horizon
Pu JY, Zhang Q
Applied Mathematics and Optimization, 83(2), 1005, 2021 |
| 2 |
STABILITY PROPERTIES OF SYSTEMS OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
Bishop AN, Del Moral P
SIAM Journal on Control and Optimization, 57(2), 1023, 2019 |
| 3 |
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 |
| 4 |
Mean-variance portfolio selection in a complete market with unbounded random coefficients
Shen Y
Automatica, 55, 165, 2015 |
| 5 |
Accounting for unobserved management in renewable energy & growth
Menegaki AN
Energy, 63, 345, 2013 |
| 6 |
A prediction model of degradation rate for membrane electrode assemblies in direct methanol fuel cells
Bae SJ, Kim SJ, Um S, Park JY, Lee JH, Cho H
International Journal of Hydrogen Energy, 34(14), 5749, 2009 |
| 7 |
OPTIMAL STOPPING PROBLEM FOR STOCHASTIC DIFFERENTIAL EQUATIONS WITH RANDOM COEFFICIENTS
Chang MH, Pang T, Yong JM
SIAM Journal on Control and Optimization, 48(2), 941, 2009 |
| 8 |
INFINITE HORIZON AND ERGODIC OPTIMAL QUADRATIC CONTROL FOR AN AFFINE EQUATION WITH STOCHASTIC COEFFICIENTS
Guatteri G, Masiero F
SIAM Journal on Control and Optimization, 48(3), 1600, 2009 |
| 9 |
General linear quadratic optimal stochastic control problems with random coefficients: Linear stochastic Hamilton systems and backward stochastic Riccati equations
Tang SJ
SIAM Journal on Control and Optimization, 42(1), 53, 2003 |
