A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (Q2420787)
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scientific article; zbMATH DE number 7063777
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| English | A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems |
scientific article; zbMATH DE number 7063777 |
Statements
A weak martingale approach to linear-quadratic Mckean-Vlasov stochastic control problems (English)
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7 June 2019
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mean-field sdes
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linear-quadratic optimal control
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weak martingale optimality principle
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Riccati equation
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0.8704364895820618
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0.8224354982376099
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0.8154637217521667
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0.8134913444519043
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