Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
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Publication:6569873
DOI10.1002/ASJC.2306MaRDI QIDQ6569873FDOQ6569873
Publication date: 9 July 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
maximum principlediscrete-timemean-field theoryindefinite stochastic LQ controlgeneralized difference Riccati equations
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Cited In (7)
- Linear quadratic nonzero-sum stochastic differential game of a partially observed Markov jump linear systems
- Data-driven policy iteration algorithm for continuous-time stochastic linear-quadratic optimal control problems
- A general stochastic maximum principle for discrete-time mean-field optimal controls
- Indefinite LQ optimal control for stochastic Takagi-Sugeno fuzzy system under sensor data scheduling: finite-horizon case
- Optimal control and stabilization for linear mean-field system with indefinite quadratic cost functional
- Linear quadratic control for multiple time-delayed uncertain random systems
- Receding horizon control for continuous-time mean-field systems
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