Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients

Authors Hongwei Mei, Qingmeng Wei, Jiongmin Yong

Publication date 1 August 2023

Functional limit theorems; invariance principles (60F17) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)

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