Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities (Q5269845)
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scientific article; zbMATH DE number 6736477
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| English | Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities |
scientific article; zbMATH DE number 6736477 |
Statements
Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities (English)
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28 June 2017
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mean-field stochastic differential equation
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linear quadratic optimal control
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Riccati equation
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finiteness
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open-loop solvability
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feedback representation
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0.9074869155883788
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0.8978707194328308
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0.876803457736969
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0.8749701380729675
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