JOURNAL OF SHANDONG UNIVERSITY(NATURAL SCIENCE) ›› 2022, Vol. 57 ›› Issue (11): 58-69.doi: 10.6040/j.issn.1671-9352.0.2022.315

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Decentralized control of mean-field systems with asymmetric information controllers

LIU Zhi-qiang, QI Qing-yuan*, CHANG Qing   

  1. Institute of Complexity Science, School of Automation, Qingdao University, Qingdao 266071, Shandong, China
  • Published:2022-11-10

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Abstract: The finite horizon asymmetric information linear quadratic control problem for continuous-time mean-field systems is solved by the maximum principle and decoupled mean-field forward and backward stochastic differential equations. Eventually, the optimal control strategy and a set of asymmetric Riccati-type equations are obtained.

Key words: mean-field system, Itô, system, asymmetric information, maximum principle

CLC Number: 

  • O232
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