Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118): Difference between revisions

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Property / DOI: 10.1016/j.automatica.2015.04.002 / rank
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Property / author: Robert J. Elliott / rank
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Latest revision as of 07:30, 10 December 2024

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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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