Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon

Solvability and optimal stabilization controls of discrete-time mean-field stochastic system with infinite horizon

Abstract The paper addresses the optimal control and stabilization problems for the indefinite discrete-time mean-field system over infinite horizon. Firstly, we show the convergence of the generalized algebraic Riccati equations (GAREs) and establish their compact form GARE. By dealing with the GAR...

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Bibliographic Details
Main Authors: Teng Song, Bin Liu
Format: Article
Language:English
Published: SpringerOpen 2020-04-01
Series:Advances in Difference Equations
Subjects:
Indefinite stochastic LQ control
Discrete-time system
Mean-field theory
Stabilization
Generalized algebraic Riccati equation
Online Access:http://link.springer.com/article/10.1186/s13662-020-02639-4

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http://link.springer.com/article/10.1186/s13662-020-02639-4

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