Indefinite Stochastic LQ Optimal Control for Jump-Diffusion Systems with Random Coefficients
Fuente:
arXiv
Saved in:
| Main Authors: | Ma, Xinyu, Meng, Qingxin |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
by: Ma, Xinyu, et al.
Published: (2025)
by: Ma, Xinyu, et al.
Published: (2025)
Discrete-Time LQ Stochastic Two Person Nonzero Sum Difference Games With Random Coefficients:~Closed-Loop Nash Equilibrium
by: Meng, Qingxin, et al.
Published: (2025)
by: Meng, Qingxin, et al.
Published: (2025)
Discrete-Time LQ Stochastic Two-Person Nonzero-Sum Difference Games with Random Coefficients:~Open-Loop Nash Equilibrium
by: Wu, Yiwei, et al.
Published: (2024)
by: Wu, Yiwei, et al.
Published: (2024)
Discrete-Time Backward Stochastic LQ Control Problem
by: Ligui, Hu, et al.
Published: (2026)
by: Ligui, Hu, et al.
Published: (2026)
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)
by: Liang, Dunxiang, et al.
Published: (2026)
Indefinite Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Poisson Jumps: Closed-Loop Representation of Open-Loop Optimal Controls
by: Ding, Kai, et al.
Published: (2026)
by: Ding, Kai, et al.
Published: (2026)
Fully Coupled Nonlinear FBS$Δ$Es: Maximum principle and LQ Control Insights
by: Niu, Zhipeng, et al.
Published: (2025)
by: Niu, Zhipeng, et al.
Published: (2025)
Fully Coupled Nonlinear FBS$Δ$Es: Solvability and LQ Control Insights
by: Niu, Zhipeng, et al.
Published: (2024)
by: Niu, Zhipeng, et al.
Published: (2024)
$H_2/H_{\infty}$ Control for Stochastic Differential Systems with Partial Observation
by: Xiao, Changwang, et al.
Published: (2026)
by: Xiao, Changwang, et al.
Published: (2026)
Stochastic Mean-Field LQ Stackelberg Differential Games with Random Coefficients: Theory and a Deep FBSDE Picard Solver
by: Yang, Ying, et al.
Published: (2026)
by: Yang, Ying, et al.
Published: (2026)
\(H_2/H_\infty\) Control for Continuous-Time Mean-Field Stochastic Systems with Affine Terms
by: Fang, Xuling, et al.
Published: (2025)
by: Fang, Xuling, et al.
Published: (2025)
Indefinite Linear-Quadratic Optimal Control Problems of Backward Stochastic Differential Equations with Partial Information
by: Li, Jialong, et al.
Published: (2025)
by: Li, Jialong, et al.
Published: (2025)
A Polynomial Chaos Approach to Stochastic LQ Optimal Control: Error Bounds and Infinite-Horizon Results
by: Ou, Ruchuan, et al.
Published: (2023)
by: Ou, Ruchuan, et al.
Published: (2023)
LQ Optimal Control of First-Order Hyperbolic PDE Systems with Final State Constraints
by: Xue, Xiaomin, et al.
Published: (2024)
by: Xue, Xiaomin, et al.
Published: (2024)
Viscosity Solutions of Hamilton--Jacobi--Bellman Equations for Control Systems Driven by Teugels Martingales
by: Lin, Yongpeng, et al.
Published: (2026)
by: Lin, Yongpeng, et al.
Published: (2026)
The Ergodic Linear-Quadratic Optimal Control Problems with Random Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2026)
by: Wu, Jiacheng, et al.
Published: (2026)
Fractional Risk Analysis of Stochastic Systems with Jumps and Memory
by: Sun, Yimeng, et al.
Published: (2026)
by: Sun, Yimeng, et al.
Published: (2026)
Infinite Horizon Mean-Field Linear-Quadratic Optimal Control Problems with Switching and Indefinite-Weighted Costs
by: Mei, Hongwei, et al.
Published: (2025)
by: Mei, Hongwei, et al.
Published: (2025)
Stochastic Maximum Principle for Optimal Control of Anticipated Backward Stochastic Systems with Delays
by: Cheng, Guanwei
Published: (2025)
by: Cheng, Guanwei
Published: (2025)
Scenario Reduction with Guarantees for Stochastic Optimal Control of Linear Systems
by: Cordiano, Francesco, et al.
Published: (2024)
by: Cordiano, Francesco, et al.
Published: (2024)
Optimal Control of Unbounded Stochastic Evolution Systems in Hilbert Spaces
by: Tang, Shanjian, et al.
Published: (2026)
by: Tang, Shanjian, et al.
Published: (2026)
Stochastic Optimal Control of Prosumers in a District Heating System
by: Somé, Maalvladédon Ganet
Published: (2025)
by: Somé, Maalvladédon Ganet
Published: (2025)
Stochastic Optimal Control with Control-Dependent Diffusion and State Constraints: A Degenerate Elliptic Approach
by: Calixto, Anderson O., et al.
Published: (2025)
by: Calixto, Anderson O., et al.
Published: (2025)
Optimal Modified Feedback Strategies in LQ Games under Control Imperfections
by: Rabbani, Mahdis, et al.
Published: (2025)
by: Rabbani, Mahdis, et al.
Published: (2025)
Lyapunov-like Stability Inequality with an Asymmetric Matrix and Application to Suboptimal LQ Control Design
by: Kumar, Avinash
Published: (2025)
by: Kumar, Avinash
Published: (2025)
Stochastic Optimal Feedforward-Feedback Control for Partially Observable Sensorimotor Systems
by: Berret, Bastien, et al.
Published: (2026)
by: Berret, Bastien, et al.
Published: (2026)
Optimal Adaptive Control of Linear Stochastic Systems with Quadratic Cost Function
by: Liu, Nian, et al.
Published: (2024)
by: Liu, Nian, et al.
Published: (2024)
A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
by: Hounkpe, Onésime, et al.
Published: (2026)
by: Hounkpe, Onésime, et al.
Published: (2026)
Relationship between General MP and DPP for the Stochastic Recursive Optimal Control Problem With Jumps: Viscosity Solution Framework
by: Wang, Bin, et al.
Published: (2024)
by: Wang, Bin, et al.
Published: (2024)
Turnpilke property for infinite-dimensional generalized LQ problem
by: Li, Zhuqing, et al.
Published: (2022)
by: Li, Zhuqing, et al.
Published: (2022)
Tutorial Problems for Nonsmooth Dynamics and Optimal Control: Ski Jumping and Accelerating a Bike Without Pedaling
by: Golembiewski, Julian, et al.
Published: (2024)
by: Golembiewski, Julian, et al.
Published: (2024)
A Bayesian Composite Risk Approach for Stochastic Optimal Control and Markov Decision Processes
by: Ma, Wentao, et al.
Published: (2024)
by: Ma, Wentao, et al.
Published: (2024)
Stochastic Optimal Control for Jump Diffusion Models with Singular Drifts
by: Bogso, Antoine-Marie, et al.
Published: (2026)
by: Bogso, Antoine-Marie, et al.
Published: (2026)
Stabilizing Optimal Control for Nonlinear Stochastic Systems: A Parametric Gradient-Based Approach
by: Ito, Yuji, et al.
Published: (2025)
by: Ito, Yuji, et al.
Published: (2025)
Partially Observed Optimal Stochastic Control: Regularity, Optimality, Approximations, and Learning
by: Kara, Ali Devran, et al.
Published: (2024)
by: Kara, Ali Devran, et al.
Published: (2024)
Optimally Controlling a Random Population
by: Gimbert, Hugo, et al.
Published: (2024)
by: Gimbert, Hugo, et al.
Published: (2024)
Variational Dynamic Programming for Stochastic Optimal Control
by: Lambert, Marc, et al.
Published: (2024)
by: Lambert, Marc, et al.
Published: (2024)
Stochastic Kinematic Optimal Control on SO(3)
by: Wang, Xi, et al.
Published: (2024)
by: Wang, Xi, et al.
Published: (2024)
On Policy Stochasticity in Mutual Information Optimal Control of Linear Systems
by: Enami, Shoju, et al.
Published: (2025)
by: Enami, Shoju, et al.
Published: (2025)
Stochastic Graphon Games with Jumps and Approximate Nash Equilibria
by: Amini, Hamed, et al.
Published: (2023)
by: Amini, Hamed, et al.
Published: (2023)
Similar Items
-
Infinite Horizon Fully Coupled Nonlinear Forward-Backward Stochastic Difference Equations and Their Application to LQ Optimal Control Problems
by: Ma, Xinyu, et al.
Published: (2025) -
Discrete-Time LQ Stochastic Two Person Nonzero Sum Difference Games With Random Coefficients:~Closed-Loop Nash Equilibrium
by: Meng, Qingxin, et al.
Published: (2025) -
Discrete-Time LQ Stochastic Two-Person Nonzero-Sum Difference Games with Random Coefficients:~Open-Loop Nash Equilibrium
by: Wu, Yiwei, et al.
Published: (2024) -
Discrete-Time Backward Stochastic LQ Control Problem
by: Ligui, Hu, et al.
Published: (2026) -
Viscosity Solutions of Stochastic Hamilton--Jacobi--Bellman Equations with Jumps
by: Liang, Dunxiang, et al.
Published: (2026)