A linear-quadratic optimal control problem for mean-field stochastic differential equations in infinite horizon

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Bibliographic Details
Published inMathematical control and related fields Vol. 5; no. 1; pp. 97 - 139
Main Authors Huang, Jianhui, Li, Xun, Yong, Jiongmin
Format Journal Article
LanguageEnglish
Published 2015
Online AccessGet full text
ISSN2156-8499
2156-8472
DOI10.3934/mcrf.2015.5.97

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ISSN:2156-8499
2156-8472
DOI:10.3934/mcrf.2015.5.97