Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Social optima in mean field linear-quadratic-Gaussian models with control input constraint |
scientific article |
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Social optima in mean field linear-quadratic-Gaussian models with control input constraint (English)
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11 April 2022
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mean field model
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social optimum
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input constraint
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forward-backward stochastic differential equation
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