Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations
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Publication:2862448
DOI10.1137/120892477zbMath1275.49060arXiv1110.1564OpenAlexW2067437055MaRDI QIDQ2862448
Publication date: 15 November 2013
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1110.1564
linear-quadratic optimal controlRiccati differential equationmean-field stochastic differential equationfeedback representation
Optimal feedback synthesis (49N35) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
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