Social optima in mean field linear-quadratic-Gaussian models with control input constraint (Q2124496)
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scientific article; zbMATH DE number 7506014
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| English | Social optima in mean field linear-quadratic-Gaussian models with control input constraint |
scientific article; zbMATH DE number 7506014 |
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Social optima in mean field linear-quadratic-Gaussian models with control input constraint (English)
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11 April 2022
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mean field model
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social optimum
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input constraint
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forward-backward stochastic differential equation
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0.8781238794326782
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0.8630704879760742
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0.8510248064994812
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0.8506191372871399
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0.8451749682426453
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