Backward Anticipated Social Optima: Input Constraints and Partial Information
A class of stochastic linear-quadratic (LQ) dynamic optimization problems involving a large population is investigated in this work. Here, the agents cooperate with each other to minimize certain social costs. Furthermore, differently from the classic social optima literature, the dynamics in this f...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2025-01-01
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| Series: | Mathematics |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2227-7390/13/2/306 |
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