4 papers
Robust Mean Field Social Control: A Unified Reinforcement Learning Framework
Zhenhui Xu, Jiayu Chen, Bing-Chang Wang +2
This paper studies linear quadratic Gaussian robust mean field social control problems in the presence of multiplicative noise. We aim to compute asymptotic decentralized strategie…
Bootstrap Policy Iteration for Stochastic Linear Quadratic Tracking with Multiplicative Noise
Jiayu Chen, Zhenhui Xu, Xinghu Wang
This paper studies the linear quadratic tracking problem for continuous-time stochastic systems with multiplicative noise. The proposed framework formulates the problem under an av…
Data-Driven Mean Field Equilibrium Computation in Large-Population LQG Games
Zhenhui Xu, Jiayu Chen, Bing-Chang Wang +1
This paper presents a novel data-driven approach for approximating the -Nash equilibrium in continuous-time linear quadratic Gaussian (LQG) games, where multiple agent…
Mean Field LQG Social Optimization: A Reinforcement Learning Approach
Zhenhui Xu, Bing-Chang Wang, Tielong Shen
This paper presents a novel model-free method to solve linear quadratic Gaussian mean field social control problems in the presence of multiplicative noise. The objective is to ach…