Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon

标题
Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control: From Finite Horizon to Infinite Horizon
作者
关键词
-
出版物
IEEE TRANSACTIONS ON AUTOMATIC CONTROL
Volume 61, Issue 11, Pages 3269-3284
出版商
Institute of Electrical and Electronics Engineers (IEEE)
发表日期
2015-12-18
DOI
10.1109/tac.2015.2509958

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