most citedLinear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications

4 citations · 4 across the 1 of their papers we have counts for

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1 paper

math.PR2017★ 4 cited

Linear-quadratic McKean-Vlasov stochastic control problems with random coefficients on finite and infinite horizon, and applications

Matteo Basei, Huyên Pham

We propose a simple and original approach for solving linear-quadratic mean-field stochastic control problems. We study both finite-horizon and infinite-horizon problems, and allow…