4 papers
Kernel-Based Heterogeneous Mean Field Games on a Continuum Type Space
Guangchen Wang, Luebo Xia
This paper studies a class of heterogeneous mean field games on a continuum type space, in which interactions are generated by a Hilbert-Schmidt kernel operator acting on the type-…
Connection between MP and DPP for Mean-Field Stochastic Optimal Control Problems
Guangzhi Cui, Tianyang Nie, Guangchen Wang
This paper deals with the optimal control problem for the general mean-field stochastic differential equations, in which the coefficients depend on both the state process as well a…
Decentralized Strategies for Finite Population LQG Social Control: A Reinforcement Learning Approach
Liangyuan Guo, Bing-Chang Wang, Guangchen Wang
This paper presents a novel model-free algorithm for the finite-population linear quadratic Gaussian (LQG) decentralized social control problem with multiplicative noise. The state…
A Separation Principle for Conditional Mean-Field Type Linear Quadratic Optimal Control Problem
Zhongbin Guo, Guangchen Wang
This paper investigates a conditional mean-field type linear quadratic (LQ) optimal control problem with partial observation and regime switching, where the conditional expectation…