Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (Q2862448)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations |
scientific article |
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Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (English)
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15 November 2013
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mean-field stochastic differential equation
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linear-quadratic optimal control
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Riccati differential equation
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feedback representation
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