Some solvable stochastic control problems in compact symmetric spaces of rank one

Dynamics and Control of Multibody Systems - Contemporary Mathematics ◽

10.1090/conm/097/1021032 ◽

1989 ◽

pp. 79-96

Author(s):

T. E. Duncan

Keyword(s):

Stochastic Control ◽

Symmetric Spaces ◽

Control Problems ◽

Stochastic Control Problems ◽

Rank One ◽

Compact Symmetric Spaces

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Some solvable stochastic control problems in noncompact symmetric spaces of rank one

Stochastics and Stochastics Reports ◽

10.1080/17442509108833696 ◽

1991 ◽

Vol 35 (3) ◽

pp. 129-142 ◽

Author(s):

T. E. Duncan

Keyword(s):

Stochastic Control ◽

Symmetric Spaces ◽

Control Problems ◽

Stochastic Control Problems ◽

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Stochastic control problems and spherical functions on symmetric spaces

Transactions of the American Mathematical Society ◽

10.1090/s0002-9947-1995-1284453-8 ◽

1995 ◽

Vol 347 (4) ◽

pp. 1083-1130 ◽

Author(s):

T. E. Duncan ◽

H. Upmeier

Keyword(s):

Stochastic Control ◽

Symmetric Spaces ◽

Spherical Functions ◽

Control Problems ◽

Stochastic Control Problems

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Solvable Infinite Time Horizon Stochastic Control Problems in Noncompact Symmetric Spaces

Stochastic Analysis, Control, Optimization and Applications ◽

10.1007/978-1-4612-1784-8_22 ◽

1999 ◽

pp. 373-389

Author(s):

T. E. Duncan

Keyword(s):

Stochastic Control ◽

Time Horizon ◽

Symmetric Spaces ◽

Control Problems ◽

Infinite Time ◽

Stochastic Control Problems ◽

Infinite Time Horizon

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Some solvable stochastic control problems in symmetric spaces of type IV

Stochastic Systems and Optimization - Lecture Notes in Control and Information Sciences ◽

10.1007/bfb0002689 ◽

2005 ◽

pp. 284-297

Author(s):

T. E. Duncan

Keyword(s):

Stochastic Control ◽

Symmetric Spaces ◽

Control Problems ◽

Stochastic Control Problems ◽

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Decoupling Non-Sequential Stochastic Control Problems

1991 American Control Conference ◽

10.23919/acc.1991.4791883 ◽

1991 ◽

Author(s):

Mark S. Andersland

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems

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On the maximum principle for stochastic control problems

Probability Theory and Applications ◽

10.1515/9783112314227-105 ◽

1987 ◽

pp. 777-782

Keyword(s):

Maximum Principle ◽

Stochastic Control ◽

Control Problems ◽

Stochastic Control Problems ◽

The Maximum Principle

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The Relation Between Generalized and Singular Stochastic Control Problems 1

IFAC Proceedings Volumes ◽

10.1016/s1474-6670(17)35329-6 ◽

2001 ◽

Vol 34 (6) ◽

pp. 1095-1099

Author(s):

Dufour Francois ◽

Miller Boris

Keyword(s):

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

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Solvability Conditions for Indefinite Linear Quadratic Optimal Stochastic Control Problems and Associated Stochastic Riccati Equations

SIAM Journal on Control and Optimization ◽

10.1137/140956051 ◽

2015 ◽

Vol 53 (6) ◽

pp. 3673-3689 ◽

Author(s):

Kai Du

Keyword(s):

Stochastic Control ◽

Riccati Equations ◽

Optimal Stochastic Control ◽

Control Problems ◽

Linear Quadratic ◽

Solvability Conditions ◽

Stochastic Control Problems

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A Numerical Method for Solving Singular Stochastic Control Problems

Operations Research ◽

10.1287/opre.1030.0107 ◽

2004 ◽

Vol 52 (4) ◽

pp. 563-582 ◽

Author(s):

Sunil Kumar ◽

Kumar Muthuraman

Keyword(s):

Numerical Method ◽

Stochastic Control ◽

Control Problems ◽

Singular Stochastic Control ◽

Stochastic Control Problems

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Individual and mass behavior in large population forward–backward stochastic control problems: Centralized and Nash equilibrium solutions

Optimal Control Applications and Methods ◽

10.1002/oca.2727 ◽

2021 ◽

Author(s):

Shujun Wang ◽

Hua Xiao

Keyword(s):

Nash Equilibrium ◽

Stochastic Control ◽

Large Population ◽

Control Problems ◽

Equilibrium Solutions ◽

Stochastic Control Problems ◽

Mass Behavior ◽

Nash Equilibrium Solutions

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