Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete time mean-field stochastic linear-quadratic optimal control problems |
scientific article |
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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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