Discrete time mean-field stochastic linear-quadratic optimal control problems (Q2350783)
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scientific article; zbMATH DE number 6450275
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| English | Discrete time mean-field stochastic linear-quadratic optimal control problems |
scientific article; zbMATH DE number 6450275 |
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Discrete time mean-field stochastic linear-quadratic optimal control problems (English)
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25 June 2015
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stochastic linear-quadratic optimal control problem
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mean-field theory
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Riccati difference equation
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0.9606649
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0.95822805
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0.9551079
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0.9534707
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0.95240843
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0.9503546
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0.94456494
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0.9414774
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0.9412991
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