Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (Q895118)
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 6513934
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case |
scientific article; zbMATH DE number 6513934 |
Statements
Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case (English)
0 references
26 November 2015
0 references
stochastic linear-quadratic optimal control
0 references
mean-field theory
0 references
generalized algebraic Riccati equation
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8932889103889465
0 references
0.8786507844924927
0 references
0.8584697246551514
0 references
0.8517293930053711
0 references
