Constrained Stochastic LQ Control with Random Coefficients, and Application to Portfolio Selection

2005 ◽  
Vol 44 (2) ◽  
pp. 444-466 ◽  
Author(s):  
Ying Hu ◽  
Xun Yu Zhou
Keyword(s):  
Portfolio Selection ◽  
Random Coefficients ◽  
Lq Control ◽  
Stochastic Lq Control

Stochastic LQ control under asymptotic tracking for discrete systems over multiple lossy channels

2019 ◽  
Vol 13 (18) ◽  
pp. 3107-3116 ◽  
Author(s):  
Rongyao Ling ◽  
Yu Feng ◽  
Fabien Claveau ◽  
Philippe Chevrel
Keyword(s):  
Discrete Systems ◽  
Asymptotic Tracking ◽  
Lq Control ◽  
Stochastic Lq Control

scholarly journals Stochastic LQ Control without Costing Control Power

2006 ◽  
Vol 42 (5) ◽  
pp. 538-542 ◽  
Author(s):  
Mitsuyuki SAITO ◽  
Kazuo YAMANAKA ◽  
Naoya KAWASAKI
Keyword(s):  
Control Power ◽  
Lq Control ◽  
Stochastic Lq Control
Sign in / Sign up

Export Citation Format

Share Document