Mean Field LQG Control in Leader-Follower Stochastic Multi-Agent Systems: Likelihood Ratio Based Adaptation

DOI10.1109/TAC.2012.2195797zbMath1369.93732MaRDI QIDQ5353004

Peter E. Caines, Mojtaba Nourian, M. Y. Huang, Roland P. Malhamé

Publication date: 8 September 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Point estimation (62F10) Hierarchical games (including Stackelberg games) (91A65) Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Differential games and control (49N70) Applications of stochastic analysis (to PDEs, etc.) (60H30) Stochastic learning and adaptive control (93E35)

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