Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions

Title
Linear-quadratic optimal control problems for mean-field stochastic differential equations — time-consistent solutions
Authors
Keywords
-
Journal
TRANSACTIONS OF THE AMERICAN MATHEMATICAL SOCIETY
Volume 369, Issue 8, Pages 5467-5523
Publisher
American Mathematical Society (AMS)
Online
2015-12-19
DOI
10.1090/tran/6502

Ask authors/readers for more resources

Find the ideal target journal for your manuscript

Explore over 38,000 international journals covering a vast array of academic fields.

Search

Ask a Question. Answer a Question.

Quickly pose questions to the entire community. Debate answers and get clarity on the most important issues facing researchers.

Get Started