Mean-Field stochastic Linear Quadratic optimal control problems: Open-loop solvabilities
نویسندگان
چکیده
منابع مشابه
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Open-Loop Solvabilities
This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functional is necessary for the finiteness of the mean-field LQ problem, whereas uniform convexity of the cost functional is sufficient for the open-loop solvability of the problem. By considering a family of uniformly convex ...
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ژورنال
عنوان ژورنال: ESAIM: Control, Optimisation and Calculus of Variations
سال: 2017
ISSN: 1292-8119,1262-3377
DOI: 10.1051/cocv/2016023