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Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching
IEEE Transactions on Automatic Control, 2019Hamidou Tembine, Julian Barreiro-Gomez
exaly
An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
IEEE Transactions on Automatic Control, 2019Weihai Zhang, Xiushan Jiang, Yaning Lin
exaly
Improving ideals by means of quadratic transformations
Communications in Algebra, 1994openaire +1 more source
Optimal Trade Execution: A Mean Quadratic Variation Approach
Journal of Economic Dynamics and Control, 2012exaly

