Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems.
SIAM J. Control. Optim., February, 2024
Stochastic Linear-Quadratic Optimal Control with Partial Observation.
SIAM J. Control. Optim., June, 2023
Zero-Sum Stackelberg Stochastic Linear-Quadratic Differential Games.
SIAM J. Control. Optim., February, 2023
Stochastic linear-quadratic optimal control problems - Recent developments.
Annu. Rev. Control., January, 2023
Long-Time Behavior of Stochastic Linear-Quadratic Optimal Control Problems.
Proceedings of the 62nd IEEE Conference on Decision and Control, 2023
Two-Person Zero-Sum Stochastic Linear-Quadratic Differential Games.
SIAM J. Control. Optim., 2021
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems.
SIAM J. Control. Optim., 2016
Linear Quadratic Stochastic Differential Games: Open-Loop and Closed-Loop Saddle Points.
SIAM J. Control. Optim., 2014