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Indefinite Linear Quadratic Mean Field Social Control Problems with Multiplicative Noise - MaRDI portal

Indefinite Linear Quadratic Mean Field Social Control Problems with Multiplicative Noise

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Publication:6349539

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DOI10.1109/TAC.2020.3036246arXiv2009.09864MaRDI QIDQ6349539

Bing-Chang Wang, Huan-Shui Zhang

Publication date: 18 September 2020

Mathematics Subject Classification ID

Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Stochastic stability in control theory (93E15) Mean field games and control (49N80)

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