Social optima in leader-follower mean field linear quadratic control
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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)
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