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Decentralized Strategies for Finite Population LQG Social Control: A Reinforcement Learning Approach

Guo, Liangyuan et al.
arXiv (OAI Expanded) · Papers
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optimization-and-control
This paper presents a novel model-free algorithm for the finite-population linear quadratic Gaussian (LQG) decentralized social control problem with multiplicative noise. The state and control weights in the cost functional are not limited to be positive semidefinite. For both finite-horizon and inf
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