A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems

Matteo Basei, Huyên Pham. A Weak Martingale Approach to Linear-Quadratic McKean-Vlasov Stochastic Control Problems. J. Optimization Theory and Applications, 181(2):347-382, 2019. [doi]

Abstract

Abstract is missing.