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• W3036639724 abstract "This paper considers the stochastic optimal control of a multi-period mean-variance trade-off performance criterion with and without constraints for discrete-time linear systems subject to multipli..." @default.
• W3036639724 created "2020-06-25" @default.
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• W3036639724 date "2020-06-19" @default.
• W3036639724 modified "2023-09-27" @default.
• W3036639724 title "A mean-field formulation for the mean-variance control of discrete-time linear systems with multiplicative noises" @default.
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• W3036639724 doi "https://doi.org/10.1080/00207721.2020.1780340" @default.
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