Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (Q2287586)
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scientific article; zbMATH DE number 7154269
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| English | Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control |
scientific article; zbMATH DE number 7154269 |
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Backward stochastic optimal control with mixed deterministic controller and random controller and its applications in linear-quadratic control (English)
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21 January 2020
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backward stochastic differential equation
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feedback expression of optimal control
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mean-field
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mixed deterministic and random control
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0.8789482712745667
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0.8672297596931458
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0.8526410460472107
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0.8492255210876465
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