Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1977377218 / rank | |||
Normal rank | |||
Revision as of 18:22, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time mean-field stochastic linear-quadratic optimal control problems |
scientific article |
Statements
Discrete time mean-field stochastic linear-quadratic optimal control problems (English)
0 references
25 June 2015
0 references
stochastic linear-quadratic optimal control problem
0 references
mean-field theory
0 references
Riccati difference equation
0 references
