Social optima of backward linear-quadratic-Gaussian mean-field teams
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Publication:2238971
DOI10.1007/s00245-021-09782-8zbMath1476.93158OpenAlexW3157446645MaRDI QIDQ2238971
Shujun Wang, Jianhui Huang, Xinwei Feng
Publication date: 2 November 2021
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-021-09782-8
asymptotic social optimabackward person-by-person optimalitydiscrete-type heterogeneous systeminitially mixed-coupled FBSDELQG recursive controlmean-field team
Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Heterogeneous agent models (91B69)
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