10 citations · 39 across the 24 of their papers we have counts for
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math.OC2015★ 2 cited
Mean-Field Stochastic Linear Quadratic Optimal Control Problems: Open-Loop Solvabilities
Jingrui Sun
This paper is concerned with a mean-field linear quadratic (LQ, for short) optimal control problem with deterministic coefficients. It is shown that convexity of the cost functiona…
math.OC2015★ 10 cited
Open-Loop and Closed-Loop Solvabilities for Stochastic Linear Quadratic Optimal Control Problems
Jingrui Sun, Xun Li, Jiongmin Yong
This paper is concerned with a stochastic linear quadratic (LQ, for short) optimal control problem. The notions of open-loop and closed-loop solvabilities are introduced. A simple…