Robust linear quadratic mean field social control: A direct approach
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Publication:4999520
DOI10.1051/cocv/2021021zbMath1467.49026OpenAlexW3133286650MaRDI QIDQ4999520
Bing-Chang Wang, Tinghan Xie, Jianhui Huang
Publication date: 7 July 2021
Published in: ESAIM: Control, Optimisation and Calculus of Variations (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1051/cocv/2021021
model uncertaintyforward-backward stochastic differential equationmean field gamelinear quadratic controlsocial optimality
Differential games and control (49N70) Cooperative games (91A12) Linear-quadratic optimal control problems (49N10) Stochastic systems in control theory (general) (93E03)
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