Social optima in leader-follower mean field linear quadratic control (Q4999589): Difference between revisions

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Revision as of 04:40, 26 July 2024

scientific article; zbMATH DE number 7369303
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English
Social optima in leader-follower mean field linear quadratic control
scientific article; zbMATH DE number 7369303

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    Social optima in leader-follower mean field linear quadratic control (English)
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    7 July 2021
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    leader-follower problem
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    weakly-coupled stochastic system
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    linear quadratic control
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    social optimality
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    forward-backward stochastic differential equation
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