Linear-quadratic mean field control: the invariant subspace method

DOI10.1016/J.AUTOMATICA.2019.04.021MaRDI QIDQ2280888zbMATH OpenOpenAlexWikidataFDO

Authors Xiang Chen, M. Y. Huang

Publication date 19 December 2019

Published in Automatica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.automatica.2019.04.021

zbMATH Keywords

algebraic Riccati equationHamiltonian matrixmean field gamesocial optimizationlinear quadratic control

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Control/observation systems governed by ordinary differential equations (93C15) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

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Cited in

(2)

• Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control
• Mathematical models of self-appraisal in social networks

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