A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337)
From MaRDI portal
!
WARNING
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 7325664
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application |
scientific article; zbMATH DE number 7325664 |
Statements
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (English)
0 references
18 March 2021
0 references
mean-field theory
0 references
Riccati difference equation
0 references
stochastic linear-quadratic optimal control problem
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8872356414794922
0 references
0.836859405040741
0 references
0.8293237090110779
0 references
0.8276928067207336
0 references
0.8239701986312866
0 references
