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Numerical solution of the finite horizon stochastic linear quadratic control problem
Damm, Tobias, Mena, Hermann, Stillfjord, Tony
Published in Numerical linear algebra with applications (01.08.2017)
Published in Numerical linear algebra with applications (01.08.2017)
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Journal Article
Strong rates of convergence for a space-time discretization of the backward stochastic heat equation, and of a linear-quadratic control problem for the stochastic heat equation
Prohl, Andreas, Wang, Yanqing
Published in ESAIM. Control, optimisation and calculus of variations (2021)
Published in ESAIM. Control, optimisation and calculus of variations (2021)
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Journal Article
The Irregular Linear Quadratic Control Problem for Deterministic Case with Time Delay
Li, Tongxing, Li, Lin, Lei, Jing, Jin, Nana, Ju, Peijun
Published in Journal of systems science and complexity (01.04.2021)
Published in Journal of systems science and complexity (01.04.2021)
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Journal Article
Singular linear quadratic control problem for systems with linear and constant delay
Sesekin, A. N., Andreeva, I. Yu, Shlyakhov, A. S.
Published in AIP conference proceedings (16.12.2016)
Published in AIP conference proceedings (16.12.2016)
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Journal Article
Conference Proceeding
Singular linear-quadratic control problem for systems with linear delay
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Conference Proceeding
Journal Article