Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon
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Publication:2078133
DOI10.1186/s13662-020-02639-4zbMath1482.93711OpenAlexW3028708996MaRDI QIDQ2078133
Publication date: 25 February 2022
Published in: Advances in Difference Equations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1186/s13662-020-02639-4
stabilizationmean-field theorydiscrete-time systemgeneralized algebraic Riccati equationindefinite stochastic LQ control
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Stabilization of systems by feedback (93D15) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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