Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (Q6569873)
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scientific article; zbMATH DE number 7878864
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| English | Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon |
scientific article; zbMATH DE number 7878864 |
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Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon (English)
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9 July 2024
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discrete-time
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generalized difference Riccati equations
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indefinite stochastic LQ control
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maximum principle
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mean-field theory
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0.8744145631790161
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0.8693925142288208
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0.8523860573768616
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0.852358877658844
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