Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control

Yuan-Hua Ni, Ji-Feng Zhang, Xun Li. Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control. IEEE Trans. Automat. Contr., 60(7):1786-1800, 2015. [doi]

@article{NiZL15,
  title = {Indefinite Mean-Field Stochastic Linear-Quadratic Optimal Control},
  author = {Yuan-Hua Ni and Ji-Feng Zhang and Xun Li},
  year = {2015},
  doi = {10.1109/TAC.2014.2385253},
  url = {http://dx.doi.org/10.1109/TAC.2014.2385253},
  researchr = {https://researchr.org/publication/NiZL15},
  cites = {0},
  citedby = {0},
  journal = {IEEE Trans. Automat. Contr.},
  volume = {60},
  number = {7},
  pages = {1786-1800},
}