Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629)

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scientific article; zbMATH DE number 7498427
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    Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
    scientific article; zbMATH DE number 7498427

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      Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (English)
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      25 March 2022
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      In this paper, the authors investigate asymptotic solvability associated with a linear quadratic mean field social optimization problem governed by controlled diffusions and indefinite state and control weights.
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      optimal control
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      mean field
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      social optimization
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      large-scale systems
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      dynamic programming
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      Riccati equations
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