Linear-Quadratic Optimal Control Problems for Mean-Field...

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

Yong, Jiongmin
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Volume:
51
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/120892477
Date:
January, 2013
File:
PDF, 291 KB
english, 2013
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