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math.OC2024
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…
math.OC2024
Social Optimum of a Linear Quadratic Collective Choice Model under Congestion
Noureddine Toumi, Roland Malhamé, Jérôme Le Ny
This paper investigates the social optimum for a dynamic linear quadratic collective choice problem where a group of agents choose among multiple alternatives or destinations. The…