Social optima in robust mean field LQG control

Bing Chang Wang, Jianhui Huang

Research output: Chapter in book / Conference proceedingConference article published in proceeding or bookAcademic researchpeer-review

11 Citations (Scopus)


This paper studies mean field linear-quadratic-Gaussian (LQG) social optimum control for mean field models with a common uncertain drift, where both dynamics and costs of agents involve coupled terms. We adopt a robust optimization approach where all the agents view the uncertain drift as an adversarial player. Based on the social variational derivation and the person-by-person optimality principle, we construct an auxiliary optimal control problem for a representative agent. By solving the auxiliary problem combined with consistent mean field approximations, a set of decentralized strategies is designed and further shown to be asymptotically robust optimal.
Original languageEnglish
Title of host publication2017 Asian Control Conference, ASCC 2017
Number of pages6
ISBN (Electronic)9781509015733
Publication statusPublished - 7 Feb 2018
Event2017 11th Asian Control Conference, ASCC 2017 - Gold Coast Convention and Exhibition Centre, Gold Coast, Australia
Duration: 17 Dec 201720 Dec 2017

Publication series

Name2017 Asian Control Conference, ASCC 2017


Conference2017 11th Asian Control Conference, ASCC 2017
CityGold Coast

ASJC Scopus subject areas

  • Control and Optimization


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