Linear-Quadratic-Gaussian mean-field controls of social optima
Work
Year: 2021
Type: article
Abstract: This paper investigates a class of unified stochastic linear-quadratic-Gaussian (LQG) social optima problems involving a large number of weakly-coupled interactive agents under a generalized setting. ... more
Authors Zhenghong Qiu, Jianhui Huang, Tinghan Xie
Cites: 39
Cited by: 9
Related to: 10
FWCI: 1.388
Citation percentile (by year/subfield): 77.06
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: gold