Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873)
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 7878864
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon |
scientific article; zbMATH DE number 7878864 |
Statements
Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (English)
0 references
9 July 2024
0 references
discrete-time
0 references
generalized difference Riccati equations
0 references
indefinite stochastic LQ control
0 references
maximum principle
0 references
mean-field theory
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 references
0 references
0 references
0 references
0.8744145631790161
0 references
0.8693925142288208
0 references
0.8523860573768616
0 references
0.852358877658844
0 references
