Matches in SemOpenAlex for { <https://semopenalex.org/work/W3039776750> ?p ?o ?g. }
Showing items 1 to 76 of
76
with 100 items per page.
- W3039776750 abstract "This chapter is devoted to a study of stochastic linear-quadratic optimal control problems in a finite horizon from two points of view: open-loop and closed-loop solvabilities. A simple example shows that these two solvabilities are essentially different. Open-loop solvability is established by studying the solvability of a constrained linear forward-backward stochastic differential equation. Closed-loop solvability is reduced to the existence of a regular solution to the associated differential Riccati equation, which is implied by the uniform convexity of the quadratic cost functional. The relation between open-loop and closed-loop solvabilities, as well as some other aspects, such as conditions ensuring the convexity of the cost functional, finiteness of the problem and construction of minimizing sequences, are also discussed." @default.
- W3039776750 created "2020-07-10" @default.
- W3039776750 creator A5016246712 @default.
- W3039776750 creator A5046249714 @default.
- W3039776750 date "2020-01-01" @default.
- W3039776750 modified "2023-10-16" @default.
- W3039776750 title "Linear-Quadratic Optimal Controls in Finite Horizons" @default.
- W3039776750 doi "https://doi.org/10.1007/978-3-030-20922-3_2" @default.
- W3039776750 hasPublicationYear "2020" @default.
- W3039776750 type Work @default.
- W3039776750 sameAs 3039776750 @default.
- W3039776750 citedByCount "0" @default.
- W3039776750 crossrefType "book-chapter" @default.
- W3039776750 hasAuthorship W3039776750A5016246712 @default.
- W3039776750 hasAuthorship W3039776750A5046249714 @default.
- W3039776750 hasConcept C106159729 @default.
- W3039776750 hasConcept C111472728 @default.
- W3039776750 hasConcept C114614502 @default.
- W3039776750 hasConcept C126255220 @default.
- W3039776750 hasConcept C127413603 @default.
- W3039776750 hasConcept C129844170 @default.
- W3039776750 hasConcept C134306372 @default.
- W3039776750 hasConcept C138885662 @default.
- W3039776750 hasConcept C146978453 @default.
- W3039776750 hasConcept C162324750 @default.
- W3039776750 hasConcept C184670325 @default.
- W3039776750 hasConcept C2524010 @default.
- W3039776750 hasConcept C2780586882 @default.
- W3039776750 hasConcept C28826006 @default.
- W3039776750 hasConcept C33923547 @default.
- W3039776750 hasConcept C45473103 @default.
- W3039776750 hasConcept C51955184 @default.
- W3039776750 hasConcept C72134830 @default.
- W3039776750 hasConcept C78045399 @default.
- W3039776750 hasConcept C91575142 @default.
- W3039776750 hasConcept C93226319 @default.
- W3039776750 hasConcept C98779006 @default.
- W3039776750 hasConceptScore W3039776750C106159729 @default.
- W3039776750 hasConceptScore W3039776750C111472728 @default.
- W3039776750 hasConceptScore W3039776750C114614502 @default.
- W3039776750 hasConceptScore W3039776750C126255220 @default.
- W3039776750 hasConceptScore W3039776750C127413603 @default.
- W3039776750 hasConceptScore W3039776750C129844170 @default.
- W3039776750 hasConceptScore W3039776750C134306372 @default.
- W3039776750 hasConceptScore W3039776750C138885662 @default.
- W3039776750 hasConceptScore W3039776750C146978453 @default.
- W3039776750 hasConceptScore W3039776750C162324750 @default.
- W3039776750 hasConceptScore W3039776750C184670325 @default.
- W3039776750 hasConceptScore W3039776750C2524010 @default.
- W3039776750 hasConceptScore W3039776750C2780586882 @default.
- W3039776750 hasConceptScore W3039776750C28826006 @default.
- W3039776750 hasConceptScore W3039776750C33923547 @default.
- W3039776750 hasConceptScore W3039776750C45473103 @default.
- W3039776750 hasConceptScore W3039776750C51955184 @default.
- W3039776750 hasConceptScore W3039776750C72134830 @default.
- W3039776750 hasConceptScore W3039776750C78045399 @default.
- W3039776750 hasConceptScore W3039776750C91575142 @default.
- W3039776750 hasConceptScore W3039776750C93226319 @default.
- W3039776750 hasConceptScore W3039776750C98779006 @default.
- W3039776750 hasLocation W30397767501 @default.
- W3039776750 hasOpenAccess W3039776750 @default.
- W3039776750 hasPrimaryLocation W30397767501 @default.
- W3039776750 hasRelatedWork W11808855 @default.
- W3039776750 hasRelatedWork W14929108 @default.
- W3039776750 hasRelatedWork W25603212 @default.
- W3039776750 hasRelatedWork W37627068 @default.
- W3039776750 hasRelatedWork W38786975 @default.
- W3039776750 hasRelatedWork W49377866 @default.
- W3039776750 hasRelatedWork W54643865 @default.
- W3039776750 hasRelatedWork W58782712 @default.
- W3039776750 hasRelatedWork W60149125 @default.
- W3039776750 hasRelatedWork W60432091 @default.
- W3039776750 isParatext "false" @default.
- W3039776750 isRetracted "false" @default.
- W3039776750 magId "3039776750" @default.
- W3039776750 workType "book-chapter" @default.