In this paper, we obtain decentralized control of the problem by decoupling directly high-dimensional FBSDEs with MF approximations. This procedure shares a ...
In this paper, we obtain decentralized control of the problem by decoupling directly high-dimensional FBSDEs with MF approx- imations. This procedure shares a ...
This paper is concerned with mean field linear quadratic social control with common noise, where the weight matrices of individual costs are indefinite We ...
Dec 12, 2022 · Linear quadratic mean field social control with common noise- A directly decoupling method (Ji-Feng Zhang). Watch Video. December 12, 2022.
Linear quadratic mean field social control with common noise: A directly decoupling method. https://doi.org/10.1016/j.automatica.2022.110619 ·. Journal ...
This paper studies uniform stabilization and social optimality for linear quadratic mean field control systems with common noise, where the coefficients in ...
Missing: method. | Show results with:method.
Linear quadratic mean field social control with common noise: A directly decoupling method. This paper is concerned with mean field linear quadratic social ...
This paper presents a novel model-free method to solve linear quadratic Gaussian mean field social control problems in the presence of multiplicative noise. The ...
Jul 7, 2016 · We study a general linear quadratic mean field type control problem and connect it to mean field games of a similar type.
Jul 7, 2016 · This paper addresses a linear quadratic mean-field game problem with a leader-follower structure and shows how one can obtain a state-feedback representation.