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math.OC2020
Indefinite Linear Quadratic Mean Field Social Control Problems with Multiplicative Noise
Bingchang Wang, Huanshui Zhang
This paper studies uniform stabilization and social optimality for linear quadratic (LQ) mean field control problems with multiplicative noise, where agents are coupled via dynamic…
math.OC2020★ 1 cited
Mean Field Linear Quadratic Control: Uniform Stabilization and Social Optimality
Bing-Chang Wang, Huanshui Zhang, Ji-Feng Zhang
This paper is concerned with uniform stabilization and social optimality for general mean field linear quadratic control systems, where subsystems are coupled via individual dynami…