Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients
From MaRDI portal
Publication:6445842
arXiv2308.00335MaRDI QIDQ6445842FDOQ6445842
Qingmeng Wei, Jiongmin Yong, Hongwei Mei
Publication date: 1 August 2023
Functional limit theorems; invariance principles (60F17) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
This page was built for publication: Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6445842)
