| 1 |
OPTIMAL ERGODIC CONTROL OF LINEAR STOCHASTIC DIFFERENTIAL EQUATIONS WITH QUADRATIC COST FUNCTIONALS HAVING INDEFINITE WEIGHTS
Mei HW, Wei QM, Yong JM
SIAM Journal on Control and Optimization, 59(1), 584, 2021 |
| 2 |
FORWARD-BACKWARD STOCHASTIC DIFFERENTIAL EQUATIONS AND LINEAR-QUADRATIC GENERALIZED STACKELBERG GAMES
Li N, Yu ZY
SIAM Journal on Control and Optimization, 56(6), 4148, 2018 |
| 3 |
AN OPTIMAL FEEDBACK CONTROL-STRATEGY PAIR FOR ZERO-SUM LINEAR-QUADRATIC STOCHASTIC DIFFERENTIAL GAME: THE RICCATI EQUATION APPROACH
Yu ZY
SIAM Journal on Control and Optimization, 53(4), 2141, 2015 |
| 4 |
Comment on'Persistent inputs and the standard H-2-multivariable control problem' by K. Park and JJ Bongiorno Jr
Aliev FA, Larin VB
International Journal of Control, 83(6), 1296, 2010 |
| 5 |
MAXIMUM PRINCIPLE FOR BACKWARD DOUBLY STOCHASTIC CONTROL SYSTEMS WITH APPLICATIONS
Han YC, Peng SG, Wu Z
SIAM Journal on Control and Optimization, 48(7), 4224, 2010 |
| 6 |
Markowitz's mean-variance portfolio selection with regime switching: From discrete-time models to their continuous-time limits
Yin G, Zhou XY
IEEE Transactions on Automatic Control, 49(3), 349, 2004 |
