相关论文: Linear-Quadratic Delayed Mean-Field Social Optimiz…
This paper is concerned with a linear-quadratic (LQ, for short) optimal control problem for backward stochastic differential equations (BSDEs, for short), where the coefficients of the backward control system and the weighting matrices in…
This paper studies optimal control and stabilization problems for continuous-time mean-field systems with input delay, which are the fundamental development of control and stabilization problems for mean-field systems. There are two main…
This work studies the problem of distributed optimization in heterogeneous linear multi-agent systems. Instead of relying on a perfect communication network as in many existing distributed optimization approaches, we considered two…
Linear-quadratic optimal control problems are considered for mean-field stochastic differential equations with deterministic coefficients. Time-inconsistency feature of the problems is carefully investigated. Both open-loop and closed-loop…
This work investigates the distributed constrained optimization problem under inter-agent communication delays from the perspective of passivity. First, we propose a continuous-time algorithm for distributed constrained optimization with…
This paper investigates open-loop and feedback solutions of linear quadratic mean field (MF) games with a leader and a large number of followers. The leader first gives its strategy and then all the followers cooperate to optimize the…
We propose an optimal portfolio problem in the incomplete market where the underlying assets depend on economic factors with delayed effects, such models can describe the short term forecasting and the interaction with time lag among…
The mean-field framework has been used to find approximate solutions to problems involving very large populations of symmetric, anonymous agents, which may be intractable by other methods. The cooperative mean-field control (MFC) problem…
Recent years have seen a great increase in the capacity and parallel processing power of data centers and cloud services. To fully utilize the said distributed systems, optimal load balancing for parallel queuing architectures must be…
The risk-neutral LQR controller is optimal for stochastic linear dynamical systems. However, the classical optimal controller performs inefficiently in the presence of low-probability yet statistically significant (risky) events. The…
Mean field game equilibria are predicated on the assumption of immediate pairwise interactions within a population of homogeneous agents with asymptotically vanishing influence as population size increases. However, in many real-world…
The Sequential Linear Quadratic (SLQ) algorithm is a continuous-time variant of the well-known Differential Dynamic Programming (DDP) technique with a Gauss-Newton Hessian approximation. This family of methods has gained popularity in the…
In this paper, the decentralized estimation and linear quadratic (LQ) control problem for a leader-follower networked system (LFNS) is studied from the perspective of asymmetric information. Specifically, for a leader-follower network, the…
This paper is concerned with the decoupling of delayed linear forward-backward stochastic differential equations (D-FBSDEs), which is much more involved than the delay-free case due to the infinite dimension caused by the delay. A new…
This paper investigates the social optimum for a dynamic linear quadratic collective choice problem where a group of agents choose among multiple alternatives or destinations. The agents' common objective is to minimize the average cost of…
The purpose of this paper is to explore the necessary conditions for optimality of mean-field forward-backward delay control systems. A new estimate is proved, which is a powerfultool to deal with the optimal control problems of mean-field…
This paper presents approaches to mean-field control, motivated by distributed control of multi-agent systems. Control solutions are based on a convex optimization problem, whose domain is a convex set of probability mass functions (pmfs).…
This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the cost functional, enabling its direct application to…
In this paper, we consider a linear quadratic (LQ) leader-follower stochastic differential game for regime switching diffusions with mean-field interactions. One of the salient features of this paper is that conditional mean-field terms are…
This paper investigates an infinite horizon discounted linear-quadratic (LQ) optimal control problem for stochastic differential equations (SDEs) incorporating regime switching and mean-field interactions. The regime switching is modeled by…