论文标题
平均场型离散随机线性二次最佳控制问题
Mean-field type discrete stochastic linear quadratic optimal control problems
论文作者
论文摘要
在本文中，我们考虑使用平均场类型的线性二次最佳控制，用于具有状态和控制依赖性噪声的离散时间随机系统。研究了具有二次成本功能的线性平均场随机微分方程的最佳控制问题。成本功能中的系数和加权矩阵都被认为是确定性的。
In this paper, we consider linear quadratic optimal control with mean-field type for discrete-time stochastic systems with state and control dependent noise. An optimal control problem is studied for a linear mean-field stochastic differential equation with a quadratic cost functional. The coefficients and the weighting matrices in the cost functional are all assumed to be deterministic.
