Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
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Publication:288921
DOI10.1016/j.sysconle.2016.04.002zbMath1336.93172MaRDI QIDQ288921
Yuan-Hua Ni, Xun Li, Ji-Feng Zhang
Publication date: 27 May 2016
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2016.04.002
93E20: Optimal stochastic control