Mean-field stochastic linear-quadratic optimal control with Markov jump parameters

Yuan-Hua Ni, Xun Li, Ji-Feng Zhang. Mean-field stochastic linear-quadratic optimal control with Markov jump parameters. Systems & Control Letters, 93:69-76, 2016. [doi]

Authors

Yuan-Hua Ni

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Xun Li

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Ji-Feng Zhang

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