Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities (Q5269845)
From MaRDI portal
scientific article; zbMATH DE number 6736477
| Language | Label | Description | Also known as |
|---|---|---|---|
| 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)
0 references
28 June 2017
0 references
mean-field stochastic differential equation
0 references
linear quadratic optimal control
0 references
Riccati equation
0 references
finiteness
0 references
open-loop solvability
0 references
feedback representation
0 references
