Related papers: Social Optima in Linear Quadratic Graphon Field Co…
A finite horizon linear quadratic(LQ) optimal control problem is studied for a class of discrete-time linear fractional systems (LFSs) affected by multiplicative, independent random perturbations. Based on the dynamic programming technique,…
A linear-quadratic (LQ, for short) optimal control problem is considered for mean-field stochastic differential equations with constant coefficients in an infinite horizon. The stabilizability of the control system is studied followed by…
This paper investigates a class of mixed stochastic linear-quadratic-Gaussian (LQG) social optimization and Nash game in the context of a large scale system. Two types of interactive agents are involved: a major agent and a large number of…
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…
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 achieve a social optimum by solving two algebraic Riccati…
Linear quadratic graphon field games (LQ-GFGs) are defined to be LQ games which involve a large number of agents that are weakly coupled via a weighted undirected graph on which each node represents an agent. The links of the graph…
We study the linear-quadratic control problem for a class of non-exchangeable mean-field systems, which model large populations of heterogeneous interacting agents. We explicitly characterize the optimal control in terms of a new…
We investigate the asymptotic properties of a finite-time horizon linear-quadratic optimal control problem driven by a multiscale stochastic process with multiplicative Brownian noise. We approach the problem by considering the associated…
A linear quadratic (LQ) stochastic optimization system involving large population, which is driven by forward-backward stochastic differential equation (FBSDE), is investigated in this paper. Agents cooperate with each other to minimize the…
This paper is concerned with the distributed linear quadratic optimal control problem. In particular, we consider a suboptimal version of the distributed optimal control problem for undirected multi-agent networks. Given a multi-agent…
Large-scale networked systems typically operate under resource constraints, and it is also difficult to exactly obtain the network structure between nodes. To address these issues, this paper investigates a sparse optimal control for…
This paper is concerned with the linear quadratic (LQ) optimal control of continuous-time system with terminal state constraint. In particular, multiple agents exist in the system which can only access partial information of the matrix…
In this article, we employ an input-output approach to expand the study of cooperative multi-agent control and optimization problems characterized by mean-field interactions that admit decentralized and selfish solutions. The setting…
This paper studies linear quadratic Gaussian robust mean field social control problems in the presence of multiplicative noise. We aim to compute asymptotic decentralized strategies without requiring full prior knowledge of agents'…
This paper investigates a class of linear-quadratic-Gaussian risk-sensitive graphon mean-field games, involving an asymptotically infinite population of heterogeneous agents distributed across an asymptotically infinite network, where each…
This paper studies the discrete-time linear-quadratic-Gaussian mean field (MF) social control problem in an infinite horizon, where the dynamics of all agents are unknown. The objective is to design a reinforcement learning (RL) algorithm…
In this paper, the finite horizon asymmetric information linear quadratic (LQ) control problem is investigated for a discrete-time mean field system. Different from previous works, multiple controllers with different information sets are…
We consider the problem of controlling the group behavior of a large number of dynamic systems that are constantly interacting with each other. These systems are assumed to have identical dynamics (e.g., birds flock, robot swarm) and their…
We study in this paper a class of constrained linear-quadratic (LQ) optimal control problem formulations for the scalar-state stochastic system with multiplicative noise, which has various applications, especially in the financial risk…
This paper investigates a pattern formation control problem for a multi-agent system modeled with given interaction topology, in which $m$ of the $n$ agents are chosen as leaders and consequently a control signal is added to each of the…