Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (Q832629)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control |
scientific article |
Statements
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control (English)
0 references
25 March 2022
0 references
In this paper, the authors investigate asymptotic solvability associated with a linear quadratic mean field social optimization problem governed by controlled diffusions and indefinite state and control weights.
0 references
optimal control
0 references
mean field
0 references
social optimization
0 references
large-scale systems
0 references
dynamic programming
0 references
Riccati equations
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
