Model-free method for LQ mean-field social control problems with one-dimensional state space
Z Xu, T Shen - Control Theory and Technology, 2024 - Springer
This paper presents a novel model-free method to solve linear quadratic (LQ) mean-field
control problems with one-dimensional state space and multiplicative noise. The focus is on …
control problems with one-dimensional state space and multiplicative noise. The focus is on …
ϵ-Nash mean-field games for stochastic linear-quadratic systems with delay and applications
H Ma, Y Shi, R Li, W Wang - Probability, Uncertainty and …, 2024 - aimsciences.org
In this paper, we focus on mean-field linear-quadratic games for stochastic largepopulation
systems with time delays. The-Nash equilibrium for decentralized strategies in linear …
systems with time delays. The-Nash equilibrium for decentralized strategies in linear …
A maximum principle for progressive optimal control of mean‐field forward–backward stochastic system involving random jumps and impulse controls
T Chen, K Du, Z Huang, Z Wu - Asian Journal of Control, 2024 - Wiley Online Library
In this paper, we study an optimal control problem of a mean‐field forward–backward
stochastic system with random jumps in progressive structure, where both regular and …
stochastic system with random jumps in progressive structure, where both regular and …