Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (Q5347269)
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scientific article; zbMATH DE number 6722516
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions |
scientific article; zbMATH DE number 6722516 |
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Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions (English)
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23 May 2017
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mean-field stochastic differential equation
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linear-quadratic optimal control
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time-inconsistency
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equilibrium solution
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Riccati equation
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Lyapunov equation
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\(N\)-person differential games
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