Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities

Author: Sun Jingrui  

Publisher: Edp Sciences

E-ISSN: 1262-3377|23|3|1099-1127

ISSN: 1292-8119

Source: ESAIM: Control, Optimisation and Calculus of Variations, Vol.23, Iss.3, 2017-05, pp. : 1099-1127

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Abstract