Characterizations of equilibrium controls in time inconsistent mean-field stochastic linear quadratic problems. I
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Publication:2329692
DOI10.3934/mcrf.2019018zbMath1426.49036arXiv1802.01080MaRDI QIDQ2329692
Publication date: 18 October 2019
Published in: Mathematical Control and Related Fields (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1802.01080
time inconsistency; equilibrium controls; mean-field linear quadratic optimal control problems; system of Riccati equations
49N35: Optimal feedback synthesis
93E20: Optimal stochastic control
49N10: Linear-quadratic optimal control problems
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