Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
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Publication:2086924
DOI10.3934/jimo.2021074OpenAlexW3151146155MaRDI QIDQ2086924
Yiu Ka Fai Cedric, Xun Li, Zhenda Xu, Kehan Si
Publication date: 26 October 2022
Published in: Journal of Industrial and Management Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/jimo.2021074
Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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