A decomposition method reduces LQ conditional McKean-Vlasov control problems with random coefficients to two decoupled stochastic optimal control problems whose optimal controls sum to the original optimum.
Sun, Mean-field stochastic linear quadratic optimal control problems: Open-loop solvabilities, ESAIM: COCV 23 (2017) 1099–1127
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
math.OC 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
A Decomposition Method for LQ Conditional McKean-Vlasov Control Problems with Random Coefficients
A decomposition method reduces LQ conditional McKean-Vlasov control problems with random coefficients to two decoupled stochastic optimal control problems whose optimal controls sum to the original optimum.