Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (Q288921)

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Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
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    Mean-field stochastic linear-quadratic optimal control with Markov jump parameters (English)
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    27 May 2016
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    mean-field control
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    Markov jump
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    stochastic control
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    linear-quadratic optimal control problems
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