Social Optima of Backward Linear-Quadratic-Gaussian Mean-Field Teams

Keyphrases

• Linear Quadratic Gaussian 100%
• Social Optimum 100%
• Heterogeneous Agents 100%
• Gaussian Mean 100%
• Mean-field Team 100%
• Social Cost 66%
• Consistency Condition 66%
• Control Problem 33%
• Cost Functional 33%
• Well-posedness 33%
• Weakly Coupled 33%
• Agent-based 33%
• Dynamic Optimization 33%
• Decoupling Method 33%
• Auxiliary Control 33%
• Forward-backward Stochastic Differential Equations 33%
• Backward Stochastic Differential Equation 33%
• Mean Field Games 33%
• Social Strategies 33%
• Mean-field Type 33%
• Riccati 33%
• Person-by-person Optimality 33%
• Social Optimality 33%
• Homogeneous Type 33%
• Gaussian Dynamics 33%

Mathematics

• Optimality 100%
• Gaussian Distribution 100%
• Stochastic Differential Equation 100%
• Control Problems 50%
• Asymptotics 50%
• Initial Condition 50%
• Initial State 50%
• Minimizes 50%
• Stochastics 50%
• Posedness 50%