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"Mean-field stochastic linear-quadratic optimal control with Markov jump ..."

Yuan-Hua Ni, Xun Li, Ji-Feng Zhang (2016)

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DOI: 10.1016/J.SYSCONLE.2016.04.002

access: closed

type: Journal Article

metadata version: 2020-02-24

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Yuan-Hua Ni, Xun Li, Ji-Feng Zhang:
Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Syst. Control. Lett. 93: 69-76 (2016)

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