| 1 |
Constrained Stochastic LQ Optimal Control Problem with Random Coefficients on Infinite Time Horizon
Pu JY, Zhang Q
Applied Mathematics and Optimization, 83(2), 1005, 2021 |
| 2 |
H-J-B Equations of Optimal Consumption-Investment and Verification Theorems
Nagai H
Applied Mathematics and Optimization, 71(2), 279, 2015 |
| 3 |
Infinite horizon optimal impulsive control with applications to Internet congestion control
Avrachenkov K, Habachi O, Piunovskiy A, Zhang Y
International Journal of Control, 88(4), 703, 2015 |
| 4 |
New stability conditions for systems with distributed delays
Solomon O, Fridman E
Automatica, 49(11), 3467, 2013 |
| 5 |
Constrained optimal control of hybrid systems with a linear performance index
Baotic M, Christophersen FJ, Morari M
IEEE Transactions on Automatic Control, 51(12), 1903, 2006 |
| 6 |
An overlapping generations stochastic differential game
Jorgensen S, Yeung DWK
Automatica, 41(1), 69, 2005 |
| 7 |
On constrained infinite-time linear quadratic optimal control with stochastic disturbances
Chmielewski DJ, Manousiouthakis V
Journal of Process Control, 15(4), 383, 2005 |
| 8 |
Stochastic linear-quadratic control with conic control constraints on an infinite time horizon
Chen X, Zhou XY
SIAM Journal on Control and Optimization, 43(3), 1120, 2004 |
| 9 |
On constrained infinite-time nonlinear optimal control
Manousiouthakis V, Chmielewski DJ
Chemical Engineering Science, 57(1), 105, 2002 |
| 10 |
Optimal strategies for risk-sensitive portfolio optimization problems for general factor models
Nagai H
SIAM Journal on Control and Optimization, 41(6), 1779, 2002 |
