On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (Q5118958)
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scientific article; zbMATH DE number 7241546
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| English | On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems |
scientific article; zbMATH DE number 7241546 |
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On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems (English)
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28 August 2020
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mean-field linear-quadratic optimal control problems
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time inconsistency
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closed-loop equilibrium strategies
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Riccati system
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0.9381805
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0.92638034
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0.9147167
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0.90931106
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0.9043922
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0.9038959
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0.90006614
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0.89920115
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