标题:A Complete Solution to Mean Field Linear Quadratic Control
作者:Bing-Chang Wang;
作者机构:[Bing-Chang Wang]School of Control Science and Engineering,Shandong University
会议名称:第37届中国控制会议
来源:第37届中国控制会议论文集(A)
出版年:2018
关键词:Mean field game;open-loop control;social optimality;forward-backward stochastic differential equation
摘要:This paper studies uniform stabilization and social optimality for mean field linear quadratic control systems,where subsystems are coupled via dynamics and individual costs.For the finite horizon case,we first obtain a set of forward-backward stochastic differential equations(FBSDE) from the analys...
资源类型:会议论文
原文链接:http://kns.cnki.net/kns/detail/detail.aspx?FileName=KZLL201807001276&DbName;=CPFD2018
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