2 papers
eess.SY2025
Robust Mean Field Social Control: A Unified Reinforcement Learning Framework
Zhenhui Xu, Jiayu Chen, Bing-Chang Wang +2
This paper studies linear quadratic Gaussian robust mean field social control problems in the presence of multiplicative noise. We aim to compute asymptotic decentralized strategie…
eess.SY2025
Data-Driven Mean Field Equilibrium Computation in Large-Population LQG Games
Zhenhui Xu, Jiayu Chen, Bing-Chang Wang +1
This paper presents a novel data-driven approach for approximating the -Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agent…