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. [doi]
@article{LiTT21, title = {A discrete-time mean-field stochastic linear-quadratic optimal control problem with financial application}, author = {Xun Li and Allen H. Tai and Fei Tian}, year = {2021}, doi = {10.1080/00207179.2019.1588478}, url = {https://doi.org/10.1080/00207179.2019.1588478}, researchr = {https://researchr.org/publication/LiTT21}, cites = {0}, citedby = {0}, journal = {Int. J. Control}, volume = {94}, number = {1}, pages = {175-189}, }