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]
@article{NiLZ16,
title = {Mean-field stochastic linear-quadratic optimal control with Markov jump parameters},
author = {Yuan-Hua Ni and Xun Li and Ji-Feng Zhang},
year = {2016},
doi = {10.1016/j.sysconle.2016.04.002},
url = {http://dx.doi.org/10.1016/j.sysconle.2016.04.002},
researchr = {https://researchr.org/publication/NiLZ16},
cites = {0},
citedby = {0},
journal = {Systems & Control Letters},
volume = {93},
pages = {69-76},
}