Social optima of backward linear-quadratic-Gaussian mean-field teams
From MaRDI portal
(Redirected from Publication:2238971)
Recommendations
- Linear-quadratic-Gaussian mean-field controls of social optima
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint
- Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
- Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
- Social optima in leader-follower mean field linear quadratic control
- A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability
- Near Optimality of Linear Strategies for Static Teams With “Big” Non-Gaussian Noise
- Optimal policies for convex symmetric stochastic dynamic teams and their mean-field limit
- Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
Cites work
- scientific article; zbMATH DE number 1325009 (Why is no real title available?)
- A Class of Team Problems with Discrete Action Spaces: Optimality Conditions Based on Multimodularity
- A dynamic maximum principle for the optimization of recursive utilities under constraints.
- A maximum principle for optimal control for a class of controlled systems
- A maximum principle for partial information backward stochastic control problems with applications
- A survey of dynamical games in economics.
- Adapted solution of a backward stochastic differential equation
- An Introductory Approach to Duality in Optimal Stochastic Control
- Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
- Backward Stochastic Differential Equations in Finance
- Backward stochastic differential equations and applications to optimal control
- Control to flocking of the kinetic Cucker-Smale model
- Cooperative Stochastic Differential Games
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Forward-backward stochastic differential equations and their applications
- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Linear forward-backward stochastic differential equations with random coefficients
- Linear quadratic mean field game with control input constraint
- Linear quadratic optimal control problems for mean-field backward stochastic differential equations
- Linear quadratic stochastic differential games: open-loop and closed-loop saddle points
- Linear-quadratic control of backward stochastic differential equations
- Linear-quadratic mean field games
- Linear-quadratic-Gaussian mixed mean-field games with heterogeneous input constraints
- Matrix Riccati equations in control and systems theory
- Mean field control hierarchy
- Mean field games
- Nonlinear stochastic differential games involving a major player and a large number of collectively acting minor agents
- Probabilistic analysis of mean-field games
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- State Estimation for the Individual and the Population in Mean Field Control With Application to Demand Dispatch
- Stochastic Differential Utility
- The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
- \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
Cited in
(9)- Linear-quadratic-Gaussian mean-field controls of social optima
- 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
This page was built for publication: Social optima of backward linear-quadratic-Gaussian mean-field teams
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2238971)