Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (Q783177)
From MaRDI portal
!
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 7226166
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales |
scientific article; zbMATH DE number 7226166 |
Statements
Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales (English)
0 references
30 July 2020
0 references
Summary: This paper addresses a version of the linear quadratic control problem for mean-field stochastic differential equations with deterministic coefficients on time scales, which includes the discrete time and continuous time as special cases. Two coupled Riccati equations on time scales are given and the optimal control can be expressed as a linear state feedback. Furthermore, we give a numerical example.
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9077253341674804
0 references
0.8664708733558655
0 references
0.8524477481842041
0 references
0.8522688150405884
0 references
0.8414502739906311
0 references
