Linear-quadratic optimal control problems for mean-field stochastic differential equations (Q2862448)
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scientific article; zbMATH DE number 6227447
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimal control problems for mean-field stochastic differential equations |
scientific article; zbMATH DE number 6227447 |
Statements
15 November 2013
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mean-field stochastic differential equation
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linear-quadratic optimal control
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Riccati differential equation
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feedback representation
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Linear-quadratic optimal control problems for mean-field stochastic differential equations (English)
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