Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients
DOI10.3934/NACO.2024020MaRDI QIDQ6668664FDOQ6668664
Authors: Hongwei Mei, Qingmeng Wei, Jiongmin Yong 
Publication date: 22 January 2025
Published in: Numerical Algebra, Control and Optimization (Search for Journal in Brave)
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linear-quadratic control problemforward-backward stochastic differential equationsmean-fielddifferential Riccati equationopen-loop solvabilityclosed-loop solvability
Functional limit theorems; invariance principles (60F17) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20)
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