Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon

DOI10.1109/TAC.2020.2996189MaRDI QIDQ4990265zbMATH OpenOpenAlexFDO

Authors Bing-Chang Wang, Jianhui Huang, Jifeng Zhang

Publication date 28 May 2021

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1908.01122

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Cited in

(16)

• Social optima in mean field linear-quadratic-Gaussian models with control input constraint
• Social optima of backward linear-quadratic-Gaussian mean-field teams
• Robust mean field social control problems with applications in analysis of opinion dynamics
• Robust mean field linear quadratic social control: open-loop and closed-loop strategies
• Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
• Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
• Linear-quadratic-Gaussian mean-field controls of social optima
• Sign-indefinite static output feedback Nash strategy for mean-field stochastic systems
• Leader-follower mean field LQ games: a direct method
• Mean field LQG social optimization: a reinforcement learning approach
• Mean-field team with nested model uncertainty: a Stackelberg-type robust analysis
• Robust linear-quadratic mean-field-team with heterogeneous beliefs
• Many-insurer robust games of reinsurance and investment under model uncertainty in incomplete markets
• A brief review on mean field optimal control problem from a linear quadratic perspective
• Static output feedback strategy for mean-field social control with nonlinear stochastic dynamics
• Optimal production control with carbon trading and sticky price: Nash and social solutions

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