Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (Q5107920)
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scientific article; zbMATH DE number 7194556
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions |
scientific article; zbMATH DE number 7194556 |
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Linear quadratic stochastic optimal control problems with operator coefficients: open-loop solutions (English)
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29 April 2020
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linear stochastic differential equation with operator coefficients
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open-loop solvability
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forward-backward stochastic differential equations
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mean-field linear quadratic control problem
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mean-variance portfolio selection
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