Discrete time mean-field stochastic linear-quadratic optimal control problems
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Publication:2350783
DOI10.1016/j.automatica.2013.08.017zbMath1358.93189arXiv1302.6416OpenAlexW1977377218MaRDI QIDQ2350783
Yuan-Hua Ni, Robert J. Elliott, Xun Li
Publication date: 25 June 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1302.6416
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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