On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7241546
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems |
scientific article; zbMATH DE number 7241546 |
Statements
On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (English)
0 references
28 August 2020
0 references
mean-field linear-quadratic optimal control problems
0 references
time inconsistency
0 references
closed-loop equilibrium strategies
0 references
Riccati system
0 references
0 references
0 references
0 references
0 references
0.9381805
0 references
0.92638034
0 references
0.9147167
0 references
0 references
0.90931106
0 references
0.9043922
0 references
0.9038959
0 references
0.90006614
0 references
0.89920115
0 references
