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}, }