most citedLinear-Quadratic Mean Field Control: The Hamiltonian Matrix and Invariant Subspace Method

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math.OC2018★ 1 cited

Linear-Quadratic Mean Field Control: The Hamiltonian Matrix and Invariant Subspace Method

Xiang Chen, Minyi Huang

This paper studies the existence and uniqueness of a solution to linear quadratic (LQ) mean field social optimization problems with uniform agents. We exploit a Hamiltonian matrix…