Linear-quadratic delayed mean-field social optimization
From MaRDI portal
Publication:6142536
DOI10.1007/s00245-023-10067-5zbMath1529.49018arXiv2301.06022MaRDI QIDQ6142536
Tianyang Nie, Zhen Wu, Shujun Wang
Publication date: 4 January 2024
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2301.06022
linear quadratic (LQ) controlasymptotic social optimadiscrete-type heterogeneous systemdelayed person-by-person optimalitymean-field team with delaymean-field type AFBSDDE
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Optimal control for stochastic delay systems under model uncertainty: a stochastic differential game approach
- Linear-quadratic mean field games
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls
- Mean-field backward stochastic differential equations and related partial differential equations
- Maximum principle for the stochastic optimal control problem with delay and application
- Mean field games
- Optimal stochastic impulse control with delayed reaction
- Forward-backward stochastic differential equations and quasilinear parabolic PDEs
- Backwards SDE with random terminal time and applications to semilinear elliptic PDE
- Mean field linear-quadratic control: uniform stabilization and social optimality
- A linear-quadratic optimal control problem of stochastic differential equations with delay and partial information
- Social optima in mean field linear-quadratic-Gaussian models with control input constraint
- Social optima of backward linear-quadratic-Gaussian mean-field teams
- Anticipated backward stochastic differential equations
- Mean-field stochastic differential equations and associated PDEs
- Probabilistic Analysis of Mean-Field Games
- $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
- Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints
- Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems
- A stochastic maximum principle for switching diffusions using conditional mean-fields with applications to control problems
- Linear–Quadratic Mean-Field-Type Games: Jump–Diffusion Process With Regime Switching
- State Estimation for the Individual and the Population in Mean Field Control With Application to Demand Dispatch
- Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
- Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
This page was built for publication: Linear-quadratic delayed mean-field social optimization