Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations
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Publication:5854420
DOI10.1051/cocv/2020081zbMath1467.93332OpenAlexW3106605876MaRDI QIDQ5854420
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Publication date: 17 March 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2020081
optimal feedback controlRiccati equationmean-field stochastic evolution equationslinear quadratic stochastic optimal control problem
Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)
Related Items (3)
Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems ⋮ Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients ⋮ A concise introduction to control theory for stochastic partial differential equations
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