Linear feedback of mean-field stochastic linear quadratic optimal control problems on time scales

DOI10.1155/2020/8051918zbMath1459.49024OpenAlexW3028652443MaRDI QIDQ783177

Guangyan Jia, Yingjun Zhu

Publication date: 30 July 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/8051918

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Dynamic equations on time scales or measure chains (34N05) Real analysis on time scales or measure chains (26E70) Mean field games and control (49N80)

Related Items (5)

Vector-valued functions on time scales and random differential equations ⋮ Stochastic linear quadratic control problem on time scales ⋮ Dynamic local and nonlocal initial value problems in Banach spaces ⋮ Dynamic programming and Hamilton-Jacobi-Bellman equations on time scales ⋮ Stochastic \(H_2/H_\infty\) control for discrete-time mean-field systems with Poisson jump

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