A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (Q888784)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon |
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A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon (English)
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2 November 2015
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linear-quadratic optimal control problem
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mean-field stochastic differential equations
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MF-stabilizability
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well-posedness
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algebraic Riccati equations
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semi-definite programming
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