Mean field linear-quadratic control: uniform stabilization and social optimality
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Publication:2003788
DOI10.1016/j.automatica.2020.109088zbMath1448.91028arXiv2002.12363OpenAlexW3048620049MaRDI QIDQ2003788
Bing-Chang Wang, Ji-Feng Zhang, Huan-Shui Zhang
Publication date: 5 October 2020
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2002.12363
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Lyapunov and other classical stabilities (Lagrange, Poisson, (L^p, l^p), etc.) in control theory (93D05) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16) Multi-agent systems (93A16)
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