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I. Ivanov

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Open access Oct 2026

The Well-Posedness and Attainability of an LQ Optimal Control Problem for Mean-Field Linear Stochastic Systems Controlled by Impulses

In this work, the well-posedness and attainability of a finite horizon time linear quadratic (LQ) optimal control problem for a class of McKean–Vlasov stochastic linear differential equations controlled by impulses are addressed. No assumption regarding the sign of the weighting matrices involved in the performance cri...

V. Drăgan, I. Ivanov · 0 citations

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