Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783): Difference between revisions
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Revision as of 06:49, 5 March 2024
scientific article
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English | Discrete time mean-field stochastic linear-quadratic optimal control problems |
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Discrete time mean-field stochastic linear-quadratic optimal control problems (English)
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25 June 2015
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stochastic linear-quadratic optimal control problem
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mean-field theory
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Riccati difference equation
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