Linear quadratic mean field social control with common noise: a directly decoupling method
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Publication:2097772
DOI10.1016/J.AUTOMATICA.2022.110619zbMATH Open1504.91021OpenAlexW4303613549MaRDI QIDQ2097772FDOQ2097772
Authors: Bing-Chang Wang, Huanshui Zhang, Jifeng Zhang 
Publication date: 14 November 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110619
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Linear-quadratic optimal control problems (49N10) Applications of stochastic analysis (to PDEs, etc.) (60H30) Hierarchical games (including Stackelberg games) (91A65) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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Cited In (17)
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
- Decentralized social-optimal solution of finite number of average field linear quadratic control
- Linear-quadratic delayed mean-field social optimization
- Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
- Mean field linear-quadratic control: uniform stabilization and social optimality
- Robust mean field linear quadratic social control: open-loop and closed-loop strategies
- Mean field social control for production output adjustment with noisy sticky prices
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint
- Dynamic optimization problems for mean-field stochastic large-population systems
- Linear-quadratic mean field control: the invariant subspace method
- Discrete-time indefinite linear-quadratic mean field games and control: the finite-population case
- Robust linear quadratic mean field social control: a direct approach
- Mean field LQG social optimization: a reinforcement learning approach
- Social optimal mean field control problem for population growth model
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
- Discrete‐time mean field social control with a major agent
- Linear-quadratic-Gaussian mean-field controls of social optima
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