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

Mathematical Control and Related Fields

Volumn 5, Issue 1, 2015, Pages 97-139

  Huang, Jianhui ^a   Li, Xun ^a   Yong, Jiongmin ^b  

^a HONG KONG POLYTECHNIC UNIVERSITY   (Hong Kong)

^b UNIVERSITY OF CENTRAL FLORIDA   (United States)

Author keywords

Linear quadratic optimal control; Mean field stochastic differential equation; MF stabilizability; Riccati equation

Indexed keywords

EID: 84921765673     PISSN: 21568472     EISSN: 21568499     Source Type: Journal    
DOI: 10.3934/mcrf.2015.5.97     Document Type: Article

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