4 citations · 5 across the 3 of their papers we have counts for
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math.OC2019
Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
Bing-Chang Wang, Jianhui Huang, Ji-Feng Zhang
This paper studies social optimal control of mean field LQG (linear-quadratic-Gaussian) models with uncertainty. Specially, the uncertainty is represented by a uncertain drift whic…
math.OC2019★ 4 cited
Mean Field Games for Multi-agent Systems with Multiplicative Noises
Bing-Chang Wang, Yuan-Hua Ni, Huanshui Zhang
This paper studies mean field games for multi-agent systems with control-dependent multiplicative noises. For the general systems with nonuniform agents, we obtain a set of decentr…