Adelaide Research & Scholarship
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https://hdl.handle.net/2440/81273
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| Type: | Journal article |
| Title: | Discrete time mean-field stochastic linear-quadratic optimal control problems |
| Author: | Elliott, Rhys Robert Li, Xun Ni, Yuan-Hua |
| Citation: | Automatica, 2013; 49(11):3222-3233 |
| Publisher: | Elsevier Ltd. |
| Issue Date: | 2013 |
| ISSN: | 0005-1098 |
| School/Discipline: | School of Mathematical Sciences |
| Statement of Responsibility: | Robert Elliott, Xun Li, Yuan-Hua Ni |
| Keywords: | Stochastic linear-quadratic optimal control problem; Mean-field theory; Riccati difference equation |
| Rights: | Copyright © 2013 Elsevier Ltd. All rights reserved. |
| DOI: | 10.1016/j.automatica.2013.08.017 |
| Appears in Collections: | Mathematical Sciences publications |
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