Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System

DOI10.1109/tac.2021.3138630arXiv1911.01886OpenAlexW2989140860MaRDI QIDQ6053202

Xinwei Feng, Jianhui Huang, Zhenghong Qiu

Publication date: 26 September 2023

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

Full work available at URL: https://arxiv.org/abs/1911.01886

zbMATH Keywords

decentralized controlNash equilibriumsocial optimalitylinear-quadratic-Gaussian (LQG) mean-field strategymean-field forward-backward stochastic differential equations (SDEs)

Mathematics Subject Classification ID

Systems theory; control (93-XX)

Related Items (1)

Discrete‐time mean field social control with a major agent

This page was built for publication: Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System