Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case

Yuan-Hua Ni, Robert Elliott, Xun Li. Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case. Automatica, 57:65-77, 2015. [doi]

@article{NiEL15,
  title = {Discrete-time mean-field Stochastic linear-quadratic optimal control problems, II: Infinite horizon case},
  author = {Yuan-Hua Ni and Robert Elliott and Xun Li},
  year = {2015},
  doi = {10.1016/j.automatica.2015.04.002},
  url = {http://dx.doi.org/10.1016/j.automatica.2015.04.002},
  researchr = {https://researchr.org/publication/NiEL15},
  cites = {0},
  citedby = {0},
  journal = {Automatica},
  volume = {57},
  pages = {65-77},
}