Cover Image

A Separation Principle for Conditional Mean-Field Type Linear Quadratic Optimal Control Problem

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Guo, Zhongbin, Wang, Guangchen
Format:	Preprint
Published:	2025
Subjects:	Optimization and Control
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Weak Closed-loop Solvability of Linear Quadratic Stochastic Optimal Control Problems with Partial Information
by: Li, Xun, et al.
Published: (2024)

Mean-Field Stochastic Linear-Quadratic Optimal Controls: Roles of Expectation and Conditional Expectation Operators
by: Wang, Hanxiao, et al.
Published: (2025)

Turnpike Property of Mean-Field Linear-Quadratic Optimal Control Problems in Infinite-Horizon with Regime Switching
by: Mei, Hongwei, et al.
Published: (2025)

Infinite Horizon Mean-Field Linear-Quadratic Optimal Control Problems with Switching and Indefinite-Weighted Costs
by: Mei, Hongwei, et al.
Published: (2025)

Risk-Aware Finite-Horizon Social Optimal Control of Mean-Field Coupled Linear-Quadratic Subsystems
by: Patel, Dhairya, et al.
Published: (2024)

Policy Iteration Reinforcement Learning Method for Continuous-Time Linear-Quadratic Mean-Field Control Problems
by: Li, Na, et al.
Published: (2023)

Stochastic Maximum Principles and Linear-Quadratic Optimal Control Problems for Fractional Backward Stochastic Evolution Equations in Hilbert Spaces
by: Asadzade, Javad A., et al.
Published: (2026)

The Ergodic Linear-Quadratic Optimal Control Problems with Random Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2026)

A Global Stochastic Maximum Principle for Mean-Field Forward-Backward Stochastic Control Systems with Quadratic Generators
by: Buckdahn, Rainer, et al.
Published: (2024)

Infinite Horizon Linear Quadratic Mean Field Problems with Common Noise and Regime Switching via Conditional McKean-Vlasov FBSDEs
by: Wei, Qingmeng, et al.
Published: (2025)

The Ergodic Linear-Quadratic Optimal Control Problems for Stochastic Mean-Field Systems with Periodic Coefficients
by: Wu, Jiacheng, et al.
Published: (2025)

Linear-Quadratic Graphon Mean Field Games with Common Noise
by: Xu, De-xuan, et al.
Published: (2024)

Linear Quadratic Mean Field Games under Heterogeneous Erroneous Initial Information
by: Jin, Yuxin, et al.
Published: (2024)

Linear Quadratic Mean Field Stackelberg Games: Open-loop and Feedback Solutions
by: Wang, Bing-Chang, et al.
Published: (2025)

Optimality of Linear Policies in Distributionally Robust Linear Quadratic Control
by: Taşkesen, Bahar, et al.
Published: (2025)

Linear Quadratic Mean Field Games with Quantile-Dependent Cost Coefficients
by: Gao, Shuang, et al.
Published: (2024)

Linear-Quadratic Mean-Field Game for Stochastic Systems with Partial Observation
by: Li, Min, et al.
Published: (2024)

Social Optima of Linear Forward-Backward Stochastic System
by: Wang, Guangchen, et al.
Published: (2024)

A Linear-Quadratic Stackelberg Differential Game with Mixed Deterministic and Stochastic Controls
by: Shi, Jingtao, et al.
Published: (2020)

Mean Field Type Control Problems Driven by Jump-diffusions
by: Bensoussan, Alain, et al.
Published: (2025)

Networked Control and Mean Field Problems Under Diagonal Dominance: Decentralized and Social Optimality
by: Khatana, Vivek, et al.
Published: (2025)

Indefinite Linear-Quadratic Optimal Control Problems of Backward Stochastic Differential Equations with Partial Information
by: Li, Jialong, et al.
Published: (2025)

Solving Linear-Quadratic Stochastic Control Problems with Signatures
by: Aqsha, Alif, et al.
Published: (2026)

Finite Approximations for Mean Field Type Multi-Agent Control and Their Near Optimality
by: Bayraktar, Erhan, et al.
Published: (2022)

Open-Loop and Closed-Loop Strategies for Linear Quadratic Mean Field Games: The Direct Approach
by: Liang, Yong, et al.
Published: (2025)

Relaxed Lagrangian Approach to First-Order Non-Convex Mean Field Type Control Problem
by: Mendico, Cristian, et al.
Published: (2024)

Sub-optimality of the Separation Principle for Quadratic Control from Bilinear Observations
by: Sattar, Yahya, et al.
Published: (2025)

On the Global Optimality of Linear Policies for Sinkhorn Distributionally Robust Linear Quadratic Control
by: Cescon, Riccardo, et al.
Published: (2025)

Quadratic Optimal Control of Graphon Q-noise Linear Systems
by: Dunyak, Alex, et al.
Published: (2024)

State Constrained Optimal Control Problems With Control On The Acceleration. Applications To Kinetic Mean Field Games
by: Achdou, Yves
Published: (2025)

Policy Learning for Perturbance-wise Linear Quadratic Control Problem
by: Zhang, Haoran, et al.
Published: (2025)

Numerical Discretization Methods for the Discounted Linear Quadratic Control Problem
by: Zhang, Zhanhao, et al.
Published: (2024)

Stochastic Optimal Linear Quadratic Regulation Control of Discrete-time Systems with Delay and Quadratic Constraints
by: Liu, Dawei, et al.
Published: (2024)

Inverse Optimal Control for Linear Quadratic Tracking with Unknown Target States
by: Li, Yao, et al.
Published: (2024)

A Variational Approach to Mean Field Type Control
by: Bensoussan, Alain, et al.
Published: (2025)

A Generalization of the Riccati Recursion for Equality-Constrained Linear Quadratic Optimal Control
by: Vanroye, Lander, et al.
Published: (2023)

How can the tragedy of the commons be prevented?: Introducing Linear Quadratic Mixed Mean Field Games
by: Dayanikli, Gokce, et al.
Published: (2024)

Distributed Solving of Linear Quadratic Optimal Controller with Terminal State Constraint
by: Yang, Wenjing, et al.
Published: (2025)

Optimal Adaptive Control of Linear Stochastic Systems with Quadratic Cost Function
by: Liu, Nian, et al.
Published: (2024)

Learning with Linear Function Approximations in Mean-Field Control
by: Bayraktar, Erhan, et al.
Published: (2024)