Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (Q520345): Difference between revisions
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scientific article
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English | Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource |
scientific article |
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Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource (English)
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3 April 2017
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mean field type control
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mean field games
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linear-quadratic
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optimal control
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Riccati equations
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exhaustible resource production
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