Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (Q2084918)
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scientific article; zbMATH DE number 7601432
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process |
scientific article; zbMATH DE number 7601432 |
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Linear-quadratic optimal control problems for mean-field stochastic differential equation with Lévy process (English)
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13 October 2022
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mean-field Teugels martingales
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linear-quadratic
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optimal control
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Riccati equations
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feedback representation
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