Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
type: Item
instance of: scholarly article
title: Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
author: Kehan Si
author: Zhenda Xu
author: Yiu Ka Fai Cedric
author: Xun Li
published in: Journal of Industrial and Management Optimization
publication date: 2022-10-26T00:00:00Z
Mathematics Subject Classification ID: 49N10
Mathematics Subject Classification ID: 49N35
Mathematics Subject Classification ID: 93E20
zbMATH DE Number: 7607732
zbMATH Keywords: mean-field
zbMATH Keywords: linear quadratic optimal control
zbMATH Keywords: Markov regime switching
zbMATH Keywords: open-loop solvability
MaRDI profile type: Publication
full work available at URL: jimo.2021074
OpenAlex ID: W3151146155
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DOI: 10.3934/JIMO.2021074
description: scientific article; zbMATH DE number 7607732