Linear Exponential Quadratic Control for Mean Field Stochastic Systems
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Publication:5211276
DOI10.1109/TAC.2019.2908520zbMath1482.93709OpenAlexW2931894361WikidataQ115534836 ScholiaQ115534836MaRDI QIDQ5211276
Publication date: 28 January 2020
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2019.2908520
Differential games and control (49N70) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Optimality conditions for problems involving randomness (49K45)
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