Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
From MaRDI portal
Publication:6578426
DOI10.1002/ASJC.2304MaRDI QIDQ6578426FDOQ6578426
Authors: Bing-Chang Wang, Xin Yu, Hailing Dong 
Publication date: 25 July 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
Recommendations
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
- Robust mean field linear quadratic social control: open-loop and closed-loop strategies
- Robust linear quadratic mean field social control: a direct approach
- Linear quadratic mean field social control with common noise: a directly decoupling method
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint
Cites Work
- Mean field games models -- a brief survey
- Large-population LQG games involving a major player: the Nash certainty equivalence principle
- Title not available (Why is that?)
- Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- \(H^ \infty\)-optimal control and related minimax design problems. A dynamic game approach.
- Mean field games for large-population multiagent systems with Markov jump parameters
- Distributed output feedback control of Markov jump multi-agent systems
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
- The time-invariant linear-quadratic optimal control problem
- Dynamic Collective Choice: Social Optima
- Advanced Mathematical Methods for Finance
- Distributed control of multi-agent systems with random parameters and a major agent
- Decentralized tracking-type games for multi-agent systems with coupled ARX models: asymptotic Nash equilibria
- Linear Quadratic Risk-Sensitive and Robust Mean Field Games
- On robust Kalman filter for two-dimensional uncertain linear discrete time-varying systems: a least squares method
- Stochastic linear quadratic optimal control problems in infinite horizon
- Mean Field Stochastic Adaptive Control
- Mean field production output control with sticky prices: Nash and social solutions
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Mean-field games for multiagent systems with multiplicative noises
Cited In (8)
- Stability of a mean field game of production adjustment
- Robust linear quadratic regulator applied to an inverted pendulum
- Cooperative linear quadratic differential games for uncertain systems with conservative players
- A maximum principle for progressive optimal control of mean-field forward-backward stochastic system involving random jumps and impulse controls
- Decentralized \(\varepsilon \)-Nash strategy for linear quadratic mean field games using a successive approximation approach
- Mean field LQG social optimization: a reinforcement learning approach
- Social optimal mean field control problem for population growth model
- Discrete‐time mean field social control with a major agent
This page was built for publication: Social optima in linear quadratic mean field control with unmodeled dynamics and multiplicative noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6578426)
