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Social optima in mean field linear- quadratic-Gaussian control with volatility uncertainty

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Affiliation of Author(s):控制科学与工程学院

Journal:SIAM Journal on Control and Optimization

All the Authors:Jiongmin Yong

First Author:Jianhui Huang

Correspondence Author:Bing-Chang Wang

Document Code:A64E9CC3A87845BE9C56467E8E0A736D

Volume:59

Issue:2

Page Number:825-856

Number of Words:12

Translation or Not:no

Date of Publication:2021-02-01

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