"A discrete-time mean-field stochastic linear-quadratic optimal control ..."

Xun Li, Allen H. Tai, Fei Tian (2021)

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DOI: 10.1080/00207179.2019.1588478

access: closed

type: Journal Article

metadata version: 2021-02-22

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Xun Li, Allen H. Tai, Fei Tian:
A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application. Int. J. Control 94(1): 175-189 (2021)

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