Social optima of backward linear-quadratic-Gaussian mean-field teams
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Publication:2238971
DOI10.1007/S00245-021-09782-8zbMATH Open1476.93158OpenAlexW3157446645MaRDI QIDQ2238971FDOQ2238971
Authors: Xinwei Feng, Jianhui Huang, Shujun Wang 
Publication date: 2 November 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-021-09782-8
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asymptotic social optimabackward person-by-person optimalitydiscrete-type heterogeneous systeminitially mixed-coupled FBSDELQG recursive controlmean-field team
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear-quadratic optimal control problems (49N10) Optimal stochastic control (93E20) Heterogeneous agent models (91B69)
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Cited In (9)
- A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability
- Linear-quadratic delayed mean-field social optimization
- Mixed Nash games and social optima for linear-quadratic forward-backward mean-field systems
- \(\epsilon\)-Nash mean-field games for stochastic linear-quadratic systems with delay and applications
- Robust backward linear-quadratic differential game and team: a soft-constraint analysis
- Social optima in leader-follower mean field linear quadratic control
- Near Optimality of Linear Strategies for Static Teams With “Big” Non-Gaussian Noise
- Rational expectations: an approach of anticipated linear-quadratic social optima
- Linear-quadratic-Gaussian mean-field controls of social optima
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