Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty

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Huang, Jianhui, et al. “Social Optima in Mean Field Linear-Quadratic-Gaussian Control With Volatility Uncertainty”. SIAM Journal on Control and Optimization, vol. 59, no. 2, 2021, pp. 825-56, https://doi.org/10.1137/19m1306737.
Huang, J., Wang, B.-C., & Yong, J. (2021). Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty. SIAM Journal on Control and Optimization, 59(2), 825-856. https://doi.org/10.1137/19m1306737
Huang, Jianhui, Bing-Chang Wang, and Jiongmin Yong. “Social Optima in Mean Field Linear-Quadratic-Gaussian Control With Volatility Uncertainty”. SIAM Journal on Control and Optimization 59, no. 2 (2021): 825-56. https://doi.org/10.1137/19m1306737.
Huang J, Wang BC, Yong J. Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty. SIAM Journal on Control and Optimization. 2021;59(2):825-56.
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Title Journal of Optimization Theory and Applications
  • Technology: Manufactures: Production management. Operations management
  • Technology: Technology (General): Industrial engineering. Management engineering: Applied mathematics. Quantitative methods
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  • Technology: Engineering (General). Civil engineering (General)
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Title JAPan : Jurnal Administrasi Dan Pemerintahan 2015