Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
From MaRDI portal
Publication:5352875
DOI10.1109/TAC.2012.2183439zbMath1369.49052OpenAlexW2097730910MaRDI QIDQ5352875
M. Y. Huang, Peter E. Caines, Roland P. Malhamé
Publication date: 8 September 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/tac.2012.2183439
Differential games and control (49N70) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15)
Related Items (50)
Social optima in mean field linear-quadratic-Gaussian models with control input constraint ⋮ A class of interference induced games: asymptotic Nash equilibria and parameterized cooperative solutions ⋮ Mean-field stochastic linear-quadratic optimal control with Markov jump parameters ⋮ Linear-quadratic mean field games ⋮ Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control ⋮ Robust mean field social control problems with applications in analysis of opinion dynamics ⋮ Spectral criteria to stability and observability of mean-field stochastic periodic systems ⋮ Mean field stochastic linear quadratic games for continuum-parameterized multi-agent systems ⋮ Geometry of information structures, strategic measures and associated stochastic control topologies ⋮ Optimal social policies in mean field games ⋮ Robust Mean Field Linear Quadratic Social Control: Open-Loop and Closed-Loop Strategies ⋮ Limit Theory for Controlled McKean--Vlasov Dynamics ⋮ Discrete‐time mean field social control with a major agent ⋮ Decentralized strategies for finite population linear-quadratic-Gaussian games and teams ⋮ Linear-quadratic delayed mean-field social optimization ⋮ A class of optimal control problems of forward-backward systems with input constraint ⋮ Linear-quadratic-Gaussian mean-field controls of social optima ⋮ A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability ⋮ Discrete-time mean-field stochastic \(H_2/H_\infty\) control ⋮ Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach ⋮ Robust backward linear-quadratic differential game and team: a soft-constraint analysis ⋮ A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems ⋮ Mean field production output control with sticky prices: Nash and social solutions ⋮ A general stochastic maximum principle for mean-field controls with regime switching ⋮ Decentralized control of discrete-time system with delay in mean field LQR problem ⋮ Social optima of backward linear-quadratic-Gaussian mean-field teams ⋮ Linear quadratic mean field type control and mean field games with common noise, with application to production of an exhaustible resource ⋮ Mean field linear-quadratic control: uniform stabilization and social optimality ⋮ Design and Analysis of Distributed Optimal Controller for Identical Multiagent Systems ⋮ Mean field game for linear-quadratic stochastic recursive systems ⋮ Linear-quadratic mean field control: the invariant subspace method ⋮ Connections between mean-field game and social welfare optimization ⋮ On mean field systems with multi-classes ⋮ A mean field capital accumulation game with HARA utility ⋮ On the efficiency of equilibria in mean-field oscillator games ⋮ Backward-forward linear-quadratic mean-field games with major and minor agents ⋮ Price of anarchy for Mean Field Games ⋮ On the (In)efficiency of MFG Equilibria ⋮ Leader-follower decentralized optimal control for large population hexarotors with tilted propellers: a Stackelberg game approach ⋮ Linear quadratic optimal control problems for mean-field backward stochastic differential equations ⋮ Mean Field Stochastic Games with Discrete States and Mixed Players ⋮ Mean Field Control and Mean Field Game Models with Several Populations ⋮ Robust linear quadratic mean field social control: A direct approach ⋮ Social optima in leader-follower mean field linear quadratic control ⋮ Optimal Policies for Convex Symmetric Stochastic Dynamic Teams and their Mean-Field Limit ⋮ Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty ⋮ Linear quadratic mean field social control with common noise: a directly decoupling method ⋮ Mean-field stochastic H2/H∞ control with delay ⋮ LQG control on mixed H2/H∞ problem: the discrete-time case ⋮ Dynamic optimization of large-population systems with partial information
This page was built for publication: Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
