Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (Q6668664)
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scientific article; zbMATH DE number 7972573
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients |
scientific article; zbMATH DE number 7972573 |
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Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients (English)
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22 January 2025
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linear-quadratic control problem
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mean-field
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forward-backward stochastic differential equations
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differential Riccati equation
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open-loop solvability
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closed-loop solvability
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