Abstract
This paper studies a class of heterogeneous linear quadratic mean field team (LQ-MFT) control problems. We reform the original direct approach and tackle the problem by ascending the dimension of the LQ-MFT system according to the number of categories. By solving the high-dimensional system with a nonhomogeneous relationship, a high-dimensional Riccati equation system can be obtained after the mean field approximation.
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
