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"Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic ..."

Jiongmin Yong (2013)

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DOI: 10.1137/120892477

access: closed

type: Journal Article

metadata version: 2020-07-09

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Jiongmin Yong:
Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations. SIAM J. Control. Optim. 51(4): 2809-2838 (2013)

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