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"Discrete time mean-field stochastic linear-quadratic optimal control problems."

Robert J. Elliott, Xun Li, Yuan-Hua Ni (2013)

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DOI: 10.1016/J.AUTOMATICA.2013.08.017

access: closed

type: Journal Article

metadata version: 2020-11-26

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  - https://dblp.org/rec/journals/automatica/ElliottLN13
Robert J. Elliott, Xun Li, Yuan-Hua Ni:
Discrete time mean-field stochastic linear-quadratic optimal control problems. Autom. 49(11): 3222-3233 (2013)

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