2 citations · 2 across the 5 of their papers we have counts for
5 papers
Discrete-time linear quadratic stochastic control with equality-constrained inputs: Application to energy demand response
Leo Seugnet, Shuang Gao
We investigate the discrete-time stochastic linear quadratic control problem for a population of cooperative agents under the hard equality constraint on total control inputs, moti…
Data-Driven Network LQG Mean Field Games with Heterogeneous Populations via Integral Reinforcement Learning
Jean Zhu, Shuang Gao
This paper establishes a data-driven solution for infinite horizon linear quadratic Gaussian Mean Field Games with network-coupled heterogeneous agent populations where the dynamic…
Linear Quadratic Mean Field Games with Quantile-Dependent Cost Coefficients
Shuang Gao, Roland P. Malhamé
This paper studies a class of linear quadratic mean field games where the coefficients of quadratic cost functions depend on both the mean and the variance of the population's stat…
Linear-Quadratic Graphon Mean Field Games with Common Noise
De-xuan Xu, Zhun Gou, Nan-jing Huang +1
This paper studies linear quadratic graphon mean field games (LQ-GMFGs) with common noise, in which a large number of agents are coupled via a weighted undirected graph. One specia…
LQG Graphon Mean Field Games: Analysis via Graphon Invariant Subspaces
Shuang Gao, Peter E. Caines, Minyi Huang
This paper studies approximate solutions to large-scale linear quadratic stochastic games with homogeneous nodal dynamics parameters and heterogeneous network couplings within the…