Social optima in leader-follower mean field linear quadratic control
From MaRDI portal
Publication:4999589
DOI10.1051/cocv/2020056zbMath1467.91013arXiv2007.12830OpenAlexW3080928172MaRDI QIDQ4999589
Bing-Chang Wang, Tinghan Xie, Jianhui Huang
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.12830
forward-backward stochastic differential equationleader-follower problemlinear quadratic controlsocial optimalityweakly-coupled stochastic system
Hierarchical games (including Stackelberg games) (91A65) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
Related Items
Discrete‐time mean field social control with a major agent, Robust backward linear-quadratic differential game and team: a soft-constraint analysis, Mixed linear quadratic stochastic differential leader-follower game with input constraint, Robust linear quadratic mean field social control: A direct approach
Cites Work
- Unnamed Item
- Unnamed Item
- A probabilistic approach to mean field games with major and minor players
- Mean field games with a dominating player
- Mean field games with common noise
- Differential games with mixed leadership: The open-loop solution
- Leader-follower stochastic differential game with asymmetric information and applications
- Mean field games
- Linear forward-backward stochastic differential equations
- Forward-backward stochastic differential equations and their applications
- Linear quadratic mean field Stackelberg differential games
- Backward-forward linear-quadratic mean-field games with major and minor agents
- Elements for a Theory of Teams
- Probabilistic Analysis of Mean-Field Games
- $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
- Suboptimal Solutions to Team Optimization Problems with Stochastic Information Structure
- Hierarchical Mean Field Games for Multiagent Systems With Tracking-Type Costs: Distributed $\varepsilon $-Stackelberg Equilibria
- Risk-Sensitive Mean-Field Games
- Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters
- Markov Perfect Industry Dynamics With Many Firms
- Incentives in Teams
- An Open-Loop Stackelberg Strategy for the Linear Quadratic Mean-Field Stochastic Differential Game
- Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems
- A Leader-Follower Stochastic Linear Quadratic Differential Game
- Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players
- Team Theory and Person-by-Person Optimization with Binary Decisions
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
- Mean Field Games and Mean Field Type Control Theory
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Vaccination and the theory of games
- Team decision theory and information structures in optimal control problems--Part I
- A Stackelberg solution for games with many players
