Social optima in leader-follower mean field linear quadratic control (Q4999589)
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scientific article; zbMATH DE number 7369303
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English | Social optima in leader-follower mean field linear quadratic control |
scientific article; zbMATH DE number 7369303 |
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Social optima in leader-follower mean field linear quadratic control (English)
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7 July 2021
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leader-follower problem
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weakly-coupled stochastic system
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linear quadratic control
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social optimality
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forward-backward stochastic differential equation
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