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