Stochastic linear quadratic optimal control problems for mean-field stochastic evolution equations

DOI10.1051/cocv/2020081zbMath1467.93332OpenAlexW3106605876MaRDI QIDQ5854420

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Publication date: 17 March 2021

Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1051/cocv/2020081

zbMATH Keywords

optimal feedback controlRiccati equationmean-field stochastic evolution equationslinear quadratic stochastic optimal control problem

Mathematics Subject Classification ID

Feedback control (93B52) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10)

Related Items (3)

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems ⋮ Optimal feedback controls of stochastic linear quadratic control problems in infinite dimensions with random coefficients ⋮ A concise introduction to control theory for stochastic partial differential equations

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