Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty

Jianhui Huang, Bing-Chang Wang, Jiongmin Yong. Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty. SIAM J. Control and Optimization, 59(2):825-856, 2021. [doi]

Abstract

Abstract is missing.