Social Optima in Mean Field Linear-Quadratic-Gaussian...

Social Optima in Mean Field Linear-Quadratic-Gaussian Models with Markov Jump Parameters

Wang, Bing-Chang, Zhang, Ji-Feng
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Volume:
55
Language:
english
Journal:
SIAM Journal on Control and Optimization
DOI:
10.1137/15M104178X
Date:
January, 2017
File:
PDF, 442 KB
english, 2017
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