Indefinite mean-field type linear-quadratic stochastic optimal control problems (Q2208589)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Indefinite mean-field type linear-quadratic stochastic optimal control problems |
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Indefinite mean-field type linear-quadratic stochastic optimal control problems (English)
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3 November 2020
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stochastic linear-quadratic problem
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mean-field
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Hamiltonian system
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stochastic differential equation
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forward-backward stochastic differential equation
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Riccati equation
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