Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.automatica.2015.04.002 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1884617513 / rank | |||
Normal rank | |||
Revision as of 18:52, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case |
scientific article |
Statements
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (English)
0 references
26 November 2015
0 references
stochastic linear-quadratic optimal control
0 references
mean-field theory
0 references
generalized algebraic Riccati equation
0 references
