Solvability for indefinite mean‐field stochastic linear quadratic optimal control with random jumps and its applications (Q5003593)
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scientific article; zbMATH DE number 7373800
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Solvability for indefinite mean‐field stochastic linear quadratic optimal control with random jumps and its applications |
scientific article; zbMATH DE number 7373800 |
Statements
Solvability for indefinite mean‐field stochastic linear quadratic optimal control with random jumps and its applications (English)
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22 July 2021
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mean-field
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open-loop and closed-loop solvability
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optimal control
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optimal portfolio selection
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Riccati equation
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stochastic differential equation
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