Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
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(34)- Finite-time stability and stabilization of linear discrete time-varying stochastic systems
- Study on indefinite stochastic linear quadratic optimal control with inequality constraint
- Finite-time guaranteed cost control for uncertain mean-field stochastic systems
- A maximum principle for mean-field stochastic control system with noisy observation
- Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
- Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- Linear-quadratic mean field stochastic zero-sum differential games
- Indefinite mean-field type linear-quadratic stochastic optimal control problems
- A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type
- A necessary condition for mean-field type stochastic differential equations with correlated state and observation noises
- An optimal control problem for linear SDE of mean-field type with terminal constraint and partial information
- On partial-information optimal singular control problem for mean-field stochastic differential equations driven by Teugels martingales measures
- Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Delayed optimal control of stochastic LQ problem
- Mixed Equilibrium Solution of Time-Inconsistent Stochastic Linear-Quadratic Problem
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises
- Optimal control for unknown mean-field discrete-time system based on Q-learning
- Parametric optimal control of uncertain systems under an optimistic value criterion
- A Nash-type fictitious game framework to time-inconsistent stochastic control problems
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource
- Mean-field games for multiagent systems with multiplicative noises
- A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
- Discrete-time indefinite linear-quadratic mean field games and control: the finite-population case
- Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional
- Discrete-time indefinite mean-field stochastic cooperative linear-quadratic games in infinite time horizon
- Well-posedness of mean-field forward-backward stochastic difference equations and applications to optimal control
- Indefinite LQ optimal control for mean-field stochastic systems with information asymmetry
- Uniformly exact controllability/observability and RHC-based feedback stabilization of time-varying Itô stochastic system
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
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