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Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system - MaRDI portal

Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (Q2086924)

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scientific article; zbMATH DE number 7607732
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English
Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
scientific article; zbMATH DE number 7607732

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    Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system (English)
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    26 October 2022
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    mean-field
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    linear quadratic optimal control
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    Markov regime switching
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    open-loop solvability
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