Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (Q2296081)
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| Language | Label | Description | Also known as |
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| English | Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability |
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Mean-field stochastic linear quadratic optimal control problems: closed-loop solvability (English)
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17 February 2020
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mean-field stochastic differential equation
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linear quadratic optimal control
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Riccati equation
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regular solution
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closed-loop solvability
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