Linear quadratic mean field social control with common noise: a directly decoupling method
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Publication:2097772
DOI10.1016/j.automatica.2022.110619zbMath1504.91021OpenAlexW4303613549MaRDI QIDQ2097772
Bing-Chang Wang, Ji-Feng Zhang, Huan-Shui Zhang
Publication date: 14 November 2022
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2022.110619
Hierarchical games (including Stackelberg games) (91A65) Applications of stochastic analysis (to PDEs, etc.) (60H30) Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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