Cover Image

Optimal control of stochastic homogenous systems

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Hu, Ying, Shi, Xiaomin, Xu, Zuo Quan
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Constrained stochastic linear quadratic control under regime switching with controlled jump size
by: Shi, Xiaomin, et al.
Published: (2024)

Optimal mean-variance portfolio selection under regime-switching-induced stock price shocks
by: Shi, Xiaomin, et al.
Published: (2025)

A System of BSDEs with Singular Terminal Values Arising in Optimal Liquidation with Regime Switching
by: Fu, Guanxing, et al.
Published: (2024)

Constrained mean-variance investment-reinsurance under the Cramér-Lundberg model with random coefficients
by: Shi, Xiaomin, et al.
Published: (2024)

Mean-variance portfolio selection in jump-diffusion model under no-shorting constraint: A viscosity solution approach
by: Shi, Xiaomin, et al.
Published: (2024)

Competitive optimal portfolio selection in a non-Markovian financial market: A backward stochastic differential equation study
by: Wang, Guangchen, et al.
Published: (2024)

LQ Optimal Control of First-Order Hyperbolic PDE Systems with Final State Constraints
by: Xue, Xiaomin, et al.
Published: (2024)

Infinite horizon discounted LQ optimal control problems for mean-field switching diffusions
by: Ding, Kai, et al.
Published: (2025)

Linear-quadratic control for mean-field backward stochastic differential equations with random coefficients
by: Xiong, Jie, et al.
Published: (2025)

Non-homogeneous stochastic linear-quadratic optimal control problems with multi-dimensional state and regime switching
by: Chen, Yuyang, et al.
Published: (2024)

Relationship between maximum principle and dynamic programming principle for recursive optimal control problem of stochastic evolution equations
by: Hu, Ying, et al.
Published: (2025)

Linear-quadratic mixed Stackelberg-zero-sum game for mean-field regime switching system
by: Huang, Pengyan, et al.
Published: (2026)

Multidimensional indefinite stochastic Riccati equations and zero-sum stochastic linear-quadratic differential games with non-Markovian regime switching
by: Zhang, Panpan, et al.
Published: (2023)

Constrained monotone mean--variance investment-reinsurance under the Cramér--Lundberg model with random coefficients
by: Shi, Xiaomin, et al.
Published: (2024)

Flow matching for stochastic linear control systems
by: Mei, Yuhang, et al.
Published: (2024)

A global stochastic maximum principle for delayed forward-backward stochastic control systems
by: Li, Feng
Published: (2026)

Multi-objective and hierarchical control for coupled stochastic parabolic systems
by: Elgrou, Abdellatif, et al.
Published: (2025)

Stochastic optimal self-path-dependent control: A new type of variational inequality and its viscosity solution
by: Guo, Mingxin, et al.
Published: (2024)

Optimal intrinsic formation using exogenous systems
by: Xu, Yueyue, et al.
Published: (2025)

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems
by: Li, Na, et al.
Published: (2023)

Optimal control of stochastic cylinder flow using data-driven compressive sensing method
by: Chen, Liuhong, et al.
Published: (2024)

Linear quadratic control for discrete-time systems with stochastic and bounded noises
by: Ma, Xuehui, et al.
Published: (2025)

A characteristic function framework for chance constraint programming in stochastic model predictive control
by: Ying, Yuwei, et al.
Published: (2026)

A linear-quadratic partially observed Stackelberg stochastic differential game with multiple followers and its application to multi-agent formation control
by: Li, Yichun, et al.
Published: (2024)

Consistent inverse optimal control for discrete-time nonlinear stochastic systems
by: Wang, Ziliang, et al.
Published: (2025)

Approximate propagation of normal distributions for stochastic optimal control of nonsmooth systems
by: Messerer, Florian, et al.
Published: (2023)

Null controllability for stochastic coupled systems of fourth order parabolic equations
by: Wang, Yu
Published: (2023)

Optimal control for multiagent systems with simultaneous aggregation
by: Bonafini, Mauro, et al.
Published: (2025)

Optimal impulsive control for time delay systems
by: Fusco, Giovanni, et al.
Published: (2024)

Predictive control for nonlinear stochastic systems: Closed-loop guarantees with unbounded noise
by: Köhler, Johannes, et al.
Published: (2024)

Causal feedback strategies for controlled stochastic Volterra systems: a unified treatment
by: Gong, Jiayin, et al.
Published: (2024)

Mean-field stochastic linear quadratic control problem with random coefficients
by: Xiong, Jie, et al.
Published: (2024)

Dynamic control of stochastic matching systems in heavy traffic: An effective computational method for high-dimensional problems
by: Ata, Baris, et al.
Published: (2025)

Optimal control analysis and Practical NMPC applied to refrigeration systems
by: Bejarano, G., et al.
Published: (2024)

Closed-loop solvability of delayed control problems: A stochastic Volterra system approach
by: Meng, Weijun, et al.
Published: (2025)

Approximate solution of stochastic infinite horizon optimal control problems for constrained linear uncertain systems
by: Joa, Eunhyek, et al.
Published: (2024)

Near optimal controls for partially observed stochastic linear quadratic problems
by: Sun, Jingrui, et al.
Published: (2025)

Learning to Optimally Stop Diffusion Processes, with Financial Applications
by: Dai, Min, et al.
Published: (2024)

Learning-based primal-dual optimal control of discrete-time stochastic systems with multiplicative noise
by: Jiang, Xiushan, et al.
Published: (2025)

Distributionally robust stochastic optimal control
by: Shapiro, Alexander, et al.
Published: (2024)