Linear Exponential Quadratic Control for Mean Field Stochastic Systems
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(13)- Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game
- Linear-quadratic mean-field type Stackelberg differential games for stochastic jump-diffusion systems
- Linear-quadratic mean field stochastic zero-sum differential games
- The risk-sensitive maximum principle for controlled forward-backward stochastic differential equations
- A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises
- Mean-field stochastic H₂/H_ control with delay
- Controlling mean exit time of stochastic dynamical systems based on quasipotential and machine learning
- Partially observed risk-sensitive stochastic control problems with non-convexity restriction
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems
- Robust risk‐sensitive control
- A novel approach of numerical optimization for control theory problems based on generalization of Gigena's method
- Optimal regulators for mean-field stochastic system with state-dependent weight costs
- Linear-quadratic stochastic teams and zero-sum differential games for jump-diffusion systems with Markovian-switching coefficients under partial observations
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