On closed-loop equilibrium strategies for mean-field stochastic linear quadratic problems
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Cites work
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- On a Matrix Riccati Equation of Stochastic Control
- On time-inconsistent stochastic control in continuous time
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
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Cited in
(13)- A progressive maximum principle of fully coupled mean-field system with jumps
- Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
- Robust time-inconsistent stochastic linear-quadratic control with drift disturbance
- On the closed loop Nash equilibrium strategy for a class of sampled data stochastic linear quadratic differential games
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model
- Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
- A note on numerical methods for mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model
- Open-loop equilibriums for a general class of time-inconsistent stochastic optimal control problems
- Time-inconsistent singular stochastic linear-quadratic control for stochastic evolution equations
- Linear-quadratic optimal control problems for mean-field stochastic differential equations -- time-consistent solutions
- Time inconsistent asset-liability management with partial information
- Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients
- Characterizations of closed-loop equilibrium solutions for dynamic mean-variance optimization problems
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