Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (Q5854420)
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scientific article; zbMATH DE number 7323789
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations |
scientific article; zbMATH DE number 7323789 |
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Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations (English)
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17 March 2021
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mean-field stochastic evolution equations
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linear quadratic stochastic optimal control problem
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optimal feedback control
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Riccati equation
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