Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (Q2296086)
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| Language | Label | Description | Also known as |
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| English | Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications |
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Linear quadratic optimal control of conditional McKean-Vlasov equation with random coefficients and applications (English)
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17 February 2020
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stochastic McKean-Vlasov SDEs
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random coefficients
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linear quadratic optimal control
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dynamic programming
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Riccati equation
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backward stochastic differential equation
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