Mean-field stochastic linear quadratic control problem with random coefficients (Q6932401)
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scientific article; zbMATH DE number 8091075
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| English | Mean-field stochastic linear quadratic control problem with random coefficients |
scientific article; zbMATH DE number 8091075 |
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Mean-field stochastic linear quadratic control problem with random coefficients (English)
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9 September 2025
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extended Lagrange multiplier method
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mean-field control
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linear quadratic control problem
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random coefficient
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Riccati equation
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