Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118): Difference between revisions
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English | Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case |
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Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (English)
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26 November 2015
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stochastic linear-quadratic optimal control
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mean-field theory
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generalized algebraic Riccati equation
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