Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420)

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scientific article; zbMATH DE number 7323789
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    Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
    scientific article; zbMATH DE number 7323789

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      Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (English)
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      17 March 2021
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      mean-field stochastic evolution equations
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      linear quadratic stochastic optimal control problem
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      optimal feedback control
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      Riccati equation
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