Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case

Title
Discrete-time mean-field Stochastic linear–quadratic optimal control problems, II: Infinite horizon case
Authors
Keywords
Stochastic linear–quadratic optimal control, Mean-field theory, Generalized algebraic Riccati equation
Journal
AUTOMATICA
Volume 57, Issue -, Pages 65-77
Publisher
Elsevier BV
Online
2015-05-16
DOI
10.1016/j.automatica.2015.04.002

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