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"Social Optima in Mean Field Linear-Quadratic-Gaussian Models with Markov ..."

Bing-Chang Wang, Ji-Feng Zhang (2017)

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DOI: 10.1137/15M104178X

access: closed

type: Journal Article

metadata version: 2020-07-09

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Bing-Chang Wang, Ji-Feng Zhang:
Social Optima in Mean Field Linear-Quadratic-Gaussian Models with Markov Jump Parameters. SIAM J. Control. Optim. 55(1): 429-456 (2017)

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