Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations

Keyphrases

• Linear-quadratic Optimal Control Problem 100%
• Optimality System 100%
• Mean-field Backward Stochastic Differential Equation 100%
• Mean Field 50%
• Optimal Control 50%
• Variational Methods 50%
• Explicit Representation 50%
• Riccati Equation 50%
• Uniquely Solvable 50%
• Stochastic Differential Equations with Constraints 50%
• Complete Representation 50%
• Coupled Riccati Equations 50%
• Linear Means 50%

Mathematics

• Optimality System 100%
• Stochastic Differential Equation 100%
• Optimal Control Problem 100%
• Riccati Equation 100%
• Variational Method 50%
• Optimal Control Theory 50%