Open AccessOpen-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system
Author(s) -
Kehan Si,
Zhenda Xu,
Ka Fai Cedric Yiu,
Xun Li
Publication year - 2021
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2021074
Subject(s) - convexity , mathematics , mathematical optimization , markov chain , optimal control , convergence (economics) , regular polygon , stochastic control , statistics , geometry , financial economics , economics , economic growth
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