Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (Q829008)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability
scientific article

    Statements

    Mean-field stochastic linear-quadratic optimal control problems: weak closed-loop solvability (English)
    0 references
    0 references
    0 references
    0 references
    5 May 2021
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    mean-field stochastic differential equation
    0 references
    linear-quadratic optimal control
    0 references
    open-loop solvability
    0 references
    weak closed-loop solvability
    0 references
    state feedback
    0 references
    0 references
    0 references
    0 references