Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008)

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    Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
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      Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (English)
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      5 May 2021
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      mean-field stochastic differential equation
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      linear-quadratic optimal control
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      open-loop solvability
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      weak closed-loop solvability
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      state feedback
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