Discrete-time mean-field stochastic linear-quadratic optimal control problems. II: Infinite horizon case
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Publication:895118
DOI10.1016/j.automatica.2015.04.002zbMath1330.93244OpenAlexW1884617513MaRDI QIDQ895118
Xun Li, Yuan-Hua Ni, Robert J. Elliott
Publication date: 26 November 2015
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.04.002
Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15)
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