Social optima in mean field linear-quadratic-Gaussian models with control input constraint
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Publication:2124496
DOI10.1016/j.sysconle.2022.105174zbMath1485.93627OpenAlexW4214930475MaRDI QIDQ2124496
Publication date: 11 April 2022
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.sysconle.2022.105174
Decentralized systems (93A14) Optimal stochastic control (93E20) Applications of stochastic analysis (to PDEs, etc.) (60H30) Mean field games and control (49N80)
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