A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (Q5855337)
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scientific article; zbMATH DE number 7325664
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application |
scientific article; zbMATH DE number 7325664 |
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A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application (English)
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18 March 2021
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mean-field theory
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Riccati difference equation
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stochastic linear-quadratic optimal control problem
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