Infinite Horizon Mean-Field Linear-Quadratic Optimal Control Problems with Switching and Indefinite-Weighted Costs

Documenti analoghi

• Linear-Quadratic Optimal Control for Mean-Field Stochastic Differential Equations in Infinite-Horizon with Regime Switching
  di: Mei, Hongwei, et al.
  Pubblicazione: (2025)
• A Time-Inconsistent Stochastic Optimal Control Problem in an Infinite Time Horizon
  di: Wei, Qingmeng, et al.
  Pubblicazione: (2025)
• Turnpike Property of Mean-Field Linear-Quadratic Optimal Control Problems in Infinite-Horizon with Regime Switching
  di: Mei, Hongwei, et al.
  Pubblicazione: (2025)
• Turnpike Property of Stochastic Linear-Quadratic Optimal Control Problems in Large Horizons with Regime Switching I: Homogeneous Cases
  di: Mei, Hongwei, et al.
  Pubblicazione: (2025)
• Infinite Horizon Linear Quadratic Mean Field Problems with Common Noise and Regime Switching via Conditional McKean-Vlasov FBSDEs
  di: Wei, Qingmeng, et al.
  Pubblicazione: (2025)