135 citations · 241 across the 29 of their papers we have counts for
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math.PR2013
Mean Field Linear-Quadratic-Gaussian (LQG) Games for Stochastic Integral Systems
Jianhui Huang, Xun Li, Tianxiao Wang
In this paper we discuss a class of mean field linear-quadratic-Gaussian (LQG) games for large population system which has never been addressed by existing literature. The features…
math.OC2013★ 135 cited
Consensus Seeking in Multi-Agent Systems with Multiplicative Measurement Noises
Yuan-Hua Ni, Xun Li
In this paper, the consensus problems of the continuous-time integrator systems under noisy measurements are considered. The measurement noises, which appear when agents measure th…
math.OC2013
Discrete Time Mean-Field Stochastic Linear-Quadratic Optimal Control Problems
Robert. J Elliott, Xun Li, Yuan-Hua Ni
This paper first presents necessary and sufficient conditions for the solvability of discrete time, mean-field, stochastic linear-quadratic optimal control problems. Then, by intro…