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

Jianhui Huang, Bing-Chang Wang, Jiongmin Yong (2021)

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DOI: 10.1137/19M1306737

access: closed

type: Journal Article

metadata version: 2021-05-16

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Jianhui Huang, Bing-Chang Wang, Jiongmin Yong:
Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty. SIAM J. Control. Optim. 59(2): 825-856 (2021)

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