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"A mean-field formulation for the mean-variance control of discrete-time ..."

Fabio Barbieri, Oswaldo L. V. Costa (2020)

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DOI: 10.1080/00207721.2020.1780340

access: closed

type: Journal Article

metadata version: 2020-08-26

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Fabio Barbieri, Oswaldo L. V. Costa:
A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises. Int. J. Syst. Sci. 51(10): 1825-1846 (2020)

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