A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784): Difference between revisions

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Latest revision as of 23:42, 10 July 2024

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A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
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    A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (English)
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    2 November 2015
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    linear-quadratic optimal control problem
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    mean-field stochastic differential equations
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    MF-stabilizability
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    well-posedness
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    algebraic Riccati equations
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    semi-definite programming
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