Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118)

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Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
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    Statements

    title
    Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (English)
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    author
    Yuan-Hua Ni
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    Xun Li
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    Robert J. Elliott
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    published in
    Automatica
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    publication date
    26 November 2015
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    zbMATH Keywords
    stochastic linear-quadratic optimal control
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    mean-field theory
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    generalized algebraic Riccati equation
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    cites work
    Q3378585
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    The Riccati equation
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    Q4382831
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    Q4850020
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    Mean field games
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    Q5601627
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    Q3358031
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    Q4255599
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    Identifiers

    Mathematics Subject Classification ID
    93E20
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    93E15
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    49N10
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    zbMATH DE Number
    6513934
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    OpenAlex ID
    W1884617513
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