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Value iteration algorithm for continuous-time linear quadratic stochastic optimal control problems

Release time:2024-05-20|Hits:

Affiliation of Author(s):控制科学与工程学院

Journal:SCIENCE CHINA-Information Sciences

First Author:王光臣

Document Code:1762038838575181825

Volume:67

Issue:2

Translation or Not:no

Date of Publication:2024-02-01

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Indefinite linear-quadratic optimal control of mean-field stochastic differential equation with jump diffusion: an equivalent cost functional method
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