Please use this identifier to cite or link to this item:
http://hdl.handle.net/10397/93870
DC Field | Value | Language |
---|---|---|
dc.contributor | Department of Applied Mathematics | en_US |
dc.creator | Huang, J | en_US |
dc.creator | Wang, BC | en_US |
dc.creator | Xie, T | en_US |
dc.date.accessioned | 2022-08-03T01:24:01Z | - |
dc.date.available | 2022-08-03T01:24:01Z | - |
dc.identifier.issn | 1292-8119 | en_US |
dc.identifier.uri | http://hdl.handle.net/10397/93870 | - |
dc.language.iso | en | en_US |
dc.publisher | EDP Sciences | en_US |
dc.rights | © EDP Sciences, SMAI 2021 | en_US |
dc.rights | The original publication is available at https://www.esaim-cocv.org/. | en_US |
dc.rights | The following publication Huang, J., Wang, B. C., & Xie, T. (2021). Social optima in leader-follower mean field linear quadratic control. ESAIM: Control, Optimisation and Calculus of Variations, 27, S12 is available at https://doi.org/10.1051/cocv/2020056 | en_US |
dc.subject | Forward-backward stochastic differential equation | en_US |
dc.subject | Leader-follower problem | en_US |
dc.subject | Linear quadratic control | en_US |
dc.subject | Social optimality | en_US |
dc.subject | Weakly-coupled stochastic system | en_US |
dc.title | Social optima in leader-follower mean field linear quadratic control | en_US |
dc.type | Journal/Magazine Article | en_US |
dc.identifier.volume | 27 | en_US |
dc.identifier.doi | 10.1051/cocv/2020056 | en_US |
dcterms.abstract | This paper investigates a linear quadratic mean field leader-follower team problem, where the model involves one leader and a large number of weakly-coupled interactive followers. The leader and the followers cooperate to optimize the social cost. Specifically, for any strategy provided first by the leader, the followers would like to choose a strategy to minimize social cost functional. Using variational analysis and person-by-person optimality, we construct two auxiliary control problems. By solving sequentially, the auxiliary control problems with consistent mean field approximations, we can obtain a set of decentralized social optimality strategy with help of a class of forward-backward consistency systems. The relevant Stackelberg equilibrium is further proved under some proper conditions. | en_US |
dcterms.accessRights | open access | en_US |
dcterms.bibliographicCitation | ESAIM. Control, optimisation and calculus of variations, 2021, v. 27, S12 | en_US |
dcterms.isPartOf | ESAIM. Control, optimisation and calculus of variations | en_US |
dcterms.issued | 2021 | - |
dc.identifier.scopus | 2-s2.0-85101987560 | - |
dc.identifier.eissn | 1262-3377 | en_US |
dc.identifier.artn | S12 | en_US |
dc.description.validate | 202208 bcfc | en_US |
dc.description.oa | Version of Record | en_US |
dc.identifier.FolderNumber | AMA-0067 | - |
dc.description.fundingSource | RGC | en_US |
dc.description.pubStatus | Published | en_US |
dc.identifier.OPUS | 54171306 | - |
Appears in Collections: | Journal/Magazine Article |
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cocv200015.pdf | 584.51 kB | Adobe PDF | View/Open |
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