A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (Q5026814)
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scientific article; zbMATH DE number 7470892
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises |
scientific article; zbMATH DE number 7470892 |
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A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises (English)
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8 February 2022
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mean-variance control
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mean-field formulation
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multiplicative noises
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stochastic optimal control
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intertemporal restrictions
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