Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

DOI10.1109/TAC.2015.2509958zbMath1359.93540OpenAlexW2344252730MaRDI QIDQ2979382

Publication date: 3 May 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/tac.2015.2509958

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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