Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008)
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| English | 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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0.9257758259773254
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0.9055682420730592
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0.871583104133606
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0.8678534030914307
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0.8634591698646545
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