Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (Q2862448)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations |
scientific article |
Statements
Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations (English)
0 references
15 November 2013
0 references
mean-field stochastic differential equation
0 references
linear-quadratic optimal control
0 references
Riccati differential equation
0 references
feedback representation
0 references
