Social optima in mean field linear-quadratic-Gaussian models with control input constraint

DOI10.1016/J.SYSCONLE.2022.105174zbMath1485.93627OpenAlexW4214930475MaRDI QIDQ2124496

Kai Du, Zhen Wu

Publication date: 11 April 2022

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105174

zbMATH Keywords

forward-backward stochastic differential equationsocial optimuminput constraintmean field model

Mathematics Subject Classification ID

Decentralized systems (93A14) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games and control (49N80)

Related Items (1)

Linear-quadratic delayed mean-field social optimization

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