Keyphrases
Infinite Time Horizon
100%
Regime Switching
100%
Stochastic Linear Quadratic Control
100%
Extended Stochastic Riccati Equation
66%
Approximation Techniques
33%
Portfolio Optimization
33%
Switching Constraints
33%
Stochastic Linear Quadratic Problem
33%
Finite Time Horizon
33%
Control Constraints
33%
Random Coefficients
33%
Stochastic Linear-quadratic Optimal Control Problem
33%
Portfolio Constraints
33%
Optimal State Feedback Control
33%
Random Cones
33%
Nonnegative Solutions
33%
Lifetime Portfolio Selection
33%
Mathematics
Linear Quadratic Control
100%
Stochastics
100%
Riccati Equation
40%
Random Coefficient
20%
Nonnegative Solution
20%
Finite Time
20%
Optimal Control Problem
20%
Approximation Technique
20%
Feedback Control
20%