## Journals

- Advances in Mathematics of Communications
- Big Data & Information Analytics
- Communications on Pure & Applied Analysis
- Discrete & Continuous Dynamical Systems - A
- Discrete & Continuous Dynamical Systems - B
- Discrete & Continuous Dynamical Systems - S
- Evolution Equations & Control Theory
- Inverse Problems & Imaging
- Journal of Computational Dynamics
- Journal of Dynamics & Games
- Journal of Geometric Mechanics
- Journal of Industrial & Management Optimization
- Journal of Modern Dynamics
- Kinetic & Related Models
- Mathematical Biosciences & Engineering
- Mathematical Control & Related Fields
- Mathematical Foundations of Computing
- Networks & Heterogeneous Media
- Numerical Algebra, Control & Optimization
- Electronic Research Announcements
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- AIMS Mathematics

MCRF

A linear-quadratic (LQ, for short) optimal control problem is considered
for mean-field stochastic differential equations with constant
coefficients in an infinite horizon. The stabilizability of the
control system is studied followed by the discussion of the
well-posedness of the LQ problem. The optimal control can be
expressed as a linear state feedback involving the state and its
mean, through the solutions of two algebraic Riccati equations. The
solvability of such kind of Riccati equations is investigated by
means of semi-definite programming method.

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