Discrete-time mean-field stochastic linear-quadratic optimal control problem with finite horizon
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Cites work
- A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon
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- A maximum principle for fully coupled stochastic control systems of mean-field type
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- A mean-field necessary and sufficient conditions for optimal singular stochastic control
- Control systems of interacting objects modeled as a game against nature under a mean field approach
- Discrete time mean-field stochastic linear-quadratic optimal control problems
- Discrete-time control for systems of interacting objects with unknown random disturbance distributions: a mean field approach
- Discrete-time indefinite LQ control with state and control dependent noises
- Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
- Existence and uniqueness of open-loop nash equilibria in linear-quadratic discrete time games
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control
- Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
- Indefinite Stochastic Linear Quadratic Control and Generalized Differential Riccati Equation
- Infinite horizon forward-backward stochastic differential equations
- Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
- Linear-Quadratic Optimal Control Problem for Partially Observed Forward-Backward Stochastic Differential Equations of Mean-Field Type
- Linear-quadratic optimal control problems for mean-field stochastic differential equations
- Linear‐Quadratic Optimal Control Problems for Mean‐Field Stochastic Differential Equations with Jumps
- Mean-field backward stochastic differential equations: A limit approach
- Mean-field stochastic linear quadratic optimal control problems: open-loop solvabilities
- Necessary and sufficient near-optimal conditions for mean-field singular stochastic controls
- Optimal control problem for risk-sensitive Mean-field stochastic delay differential equation with partial information
- Output feedback \(H_{\infty}\) control for discrete-time mean-field stochastic systems
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Stochastic Maximum Principle for Mean-Field Type Optimal Control Under Partial Information
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Cited in
(11)- 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
- Indefinite LQ optimal control for mean-field stochastic systems with information asymmetry
- Discrete-time stochastic LQ optimal control problem with random coefficients
- A variational formula of forward-backward stochastic differential system of mean-field type with observation noise and some application
- Optimal stabilisation control for discrete-time mean-field stochastic Markov jump system
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