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Social optima of backward linear-quadratic-Gaussian mean-field teams - MaRDI portal

Social optima of backward linear-quadratic-Gaussian mean-field teams (Q2238971)

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Social optima of backward linear-quadratic-Gaussian mean-field teams
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    Social optima of backward linear-quadratic-Gaussian mean-field teams (English)
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    2 November 2021
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    asymptotic social optima
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    backward person-by-person optimality
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    discrete-type heterogeneous system
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    initially mixed-coupled FBSDE
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    LQG recursive control
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    mean-field team
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