Articles citing this article

The Citing articles tool gives a list of articles citing the current article.
The citing articles come from EDP Sciences database, as well as other publishers participating in CrossRef Cited-by Linking Program. You can set up your personal account to receive an email alert each time this article is cited by a new article (see the menu on the right-hand side of the abstract page).

Cited article:

Linear-quadratic optimal control for non-exchangeable mean-field SDEs and applications to systemic risk

Anna De Crescenzo, Filippo de Feo and Huyên Pham
ESAIM: Control, Optimisation and Calculus of Variations 32 34 (2026)
https://doi.org/10.1051/cocv/2026017

Periodic Exponential Turnpike Phenomenon in Mean-Field Stochastic Linear-Quadratic Optimal Control

Jingrui Sun, Lvning Yuan and Jiaqi Zhang
Applied Mathematics & Optimization 92 (3) (2025)
https://doi.org/10.1007/s00245-025-10321-y

Indefinite linear quadratic control of mean-field backward stochastic differential equation

Wencan Wang and Huanjun Zhang
Mathematical Control and Related Fields (2025)
https://doi.org/10.3934/mcrf.2025058

Maximum Principles for Conditional Mean Field Type Control Problems Under Partial and Full Observation with Applications

Zhongbin Guo and Guangchen Wang
Applied Mathematics & Optimization 92 (2) (2025)
https://doi.org/10.1007/s00245-025-10301-2

Discrete-Time Stochastic LQ Optimal Control Problem with Random Coefficients

Yiwei Wu, Maoning Tang and Qingxin Meng
Communications on Applied Mathematics and Computation (2025)
https://doi.org/10.1007/s42967-024-00462-2

The Estimation of a Signal Generated by a Dynamical System Modeled by McKean–Vlasov Stochastic Differential Equations Under Sampled Measurements

Vasile Dragan and Samir Aberkane
Mathematics 13 (11) 1767 (2025)
https://doi.org/10.3390/math13111767

Linear quadratic optimal control problems of infinite‐dimensional mean‐field type with jumps

Shijun Wang, Maoning Tang and Qingxin Meng
Asian Journal of Control 27 (1) 276 (2025)
https://doi.org/10.1002/asjc.3415

The mean‐field linear quadratic optimal control problem for stochastic systems controlled by impulses

Vasile Dragan and Samir Aberkane
Asian Journal of Control 26 (2) 575 (2024)
https://doi.org/10.1002/asjc.3214

Optimal Estimation of a Signal Generated Using a Dynamical System Modeled with McKean–Vlasov Stochastic Differential Equations

Vasile Dragan and Samir Aberkane
Entropy 26 (6) 483 (2024)
https://doi.org/10.3390/e26060483

Optimal control and stabilization for linear mean‐field system with indefinite quadratic cost functional

Wencan Wang and Yu Wang
Asian Journal of Control 26 (2) 645 (2024)
https://doi.org/10.1002/asjc.3057

Turnpike Properties for Mean-Field Linear-Quadratic Optimal Control Problems

Jingrui Sun and Jiongmin Yong
SIAM Journal on Control and Optimization 62 (1) 752 (2024)
https://doi.org/10.1137/22M1524187

Linear-quadratic optimal control problem for mean-field stochastic differential equations with a type of random coefficients

Hongwei Mei, Qingmeng Wei and Jiongmin Yong
Numerical Algebra, Control and Optimization (2024)
https://doi.org/10.3934/naco.2024020

Closed-Loop Solvability of Linear Quadratic Mean-Field Type Stackelberg Stochastic Differential Games

Zixuan Li and Jingtao Shi
Applied Mathematics & Optimization 90 (1) (2024)
https://doi.org/10.1007/s00245-024-10161-2

Indefinite Linear-Quadratic Optimal Control of Mean-Field Stochastic Differential Equation With Jump Diffusion: An Equivalent Cost Functional Method

Guangchen Wang and Wencan Wang
IEEE Transactions on Automatic Control 69 (11) 7449 (2024)
https://doi.org/10.1109/TAC.2024.3389559

Mean-Field Type FBSDEs under Domination-Monotonicity Conditions and Application to LQ Problems

Ran Tian and Zhiyong Yu
SIAM Journal on Control and Optimization 61 (1) 22 (2023)
https://doi.org/10.1137/21M144219X

Stochastic $$H_{2}/H_{\infty }$$ Control for Mean-Field Stochastic Differential Systems with (x, u, v)-Dependent Noise

Meijiao Wang, Qingxin Meng, Yang Shen and Peng Shi
Journal of Optimization Theory and Applications 197 (3) 1024 (2023)
https://doi.org/10.1007/s10957-023-02220-5

Open-loop solvability for mean-field stochastic linear quadratic optimal control problems of Markov regime-switching system

Kehan Si, Zhenda Xu, Ka Fai Cedric Yiu and Xun Li
Journal of Industrial and Management Optimization 18 (4) 2415 (2022)
https://doi.org/10.3934/jimo.2021074

A general linear quadratic stochastic control and information value

Jianhui Huang, Guangchen Wang and Wencan Wang
Journal of Mathematical Analysis and Applications 516 (1) 126486 (2022)
https://doi.org/10.1016/j.jmaa.2022.126486

Discrete‐time mean‐field stochastic linear‐quadratic optimal control problem with finite horizon

Teng Song and Bin Liu
Asian Journal of Control 23 (2) 979 (2021)
https://doi.org/10.1002/asjc.2306

Solvability for indefinite mean‐field stochastic linear quadratic optimal control with random jumps and its applications

Chao Tang, Xueqin Li and Tianmin Huang
Optimal Control Applications and Methods 41 (6) 2320 (2020)
https://doi.org/10.1002/oca.2659

A closed-loop saddle point for zero-sum linear-quadratic stochastic differential games with mean-field type

Ran Tian, Zhiyong Yu and Rucheng Zhang
Systems & Control Letters 136 104624 (2020)
https://doi.org/10.1016/j.sysconle.2020.104624

Linear Quadratic Optimal Control Problems for Mean-Field Backward Stochastic Differential Equations

Xun Li, Jingrui Sun and Jie Xiong
Applied Mathematics & Optimization 80 (1) 223 (2019)
https://doi.org/10.1007/s00245-017-9464-7

A Weak Martingale Approach to Linear-Quadratic McKean–Vlasov Stochastic Control Problems

Matteo Basei and Huyên Pham
Journal of Optimization Theory and Applications 181 (2) 347 (2019)
https://doi.org/10.1007/s10957-018-01453-z

Optimal Stabilization Control for Discrete-Time Mean-Field Stochastic Systems

Huanshui Zhang, Qingyuan Qi and Minyue Fu
IEEE Transactions on Automatic Control 64 (3) 1125 (2019)
https://doi.org/10.1109/TAC.2018.2813006

Stabilization Control for Linear Continuous-Time Mean-Field Systems

Qingyuan Qi, Huanshui Zhang and Zhen Wu
IEEE Transactions on Automatic Control 64 (8) 3461 (2019)
https://doi.org/10.1109/TAC.2018.2881141

Robust Time-Inconsistent Stochastic Linear-Quadratic Control: An Open-Loop Approach

Bingyan Han, Chi Seng Pun and Hoi Ying Wong
SSRN Electronic Journal (2018)
https://doi.org/10.2139/ssrn.3167662

Delayed Optimal Control of Stochastic LQ Problem

Yuan-Hua Ni, Ka-Fai Cedric Yiu, Huanshui Zhang and Ji-Feng Zhang
SIAM Journal on Control and Optimization 55 (5) 3370 (2017)
https://doi.org/10.1137/16M1100897