Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118)

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English	Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case	scientific article

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scholarly article

Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (English)

zbMATH Open document ID

10.1016/j.automatica.2015.04.002

Robert J. Elliott

publication date

26 November 2015

Mathematics Subject Classification ID

zbMATH DE Number

zbMATH Keywords

stochastic linear-quadratic optimal control

mean-field theory

generalized algebraic Riccati equation

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MaRDI publication profile

full work available at URL

https://doi.org/10.1016/j.automatica.2015.04.002

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