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20142023
most citedA Stochastic Maximum Principle Approach for Reinforcement Learning with Parameterized Environment

6 citations · 13 across the 10 of their papers we have counts for

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math.OC2023

Linear-Quadratic Optimal Control Problem for Mean-Field Stochastic Differential Equations with a Type of Random Coefficients

Hongwei Mei, Qingmeng Wei, Jiongmin Yong

Motivated by linear-quadratic optimal control problems (LQ problems, for short) for mean-field stochastic differential equations (SDEs, for short) with the coefficients containing…