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Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty.
Jianhui Huang
Bing-Chang Wang
Jiongmin Yong
Published in:
SIAM J. Control. Optim. (2021)
Keyphrases
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linear quadratic
optimal control
closed loop
dynamical systems
vector valued
gaussian model
control system
image processing
control strategy
reinforcement learning
dynamic programming
control method
multiscale
denoising
model selection