This paper investigates the decentralized optimal control of the linear quadratic Gaussian (LQG) problem in discrete-time stochastic multi-agent systems. The state equations of the subsystems are uncoupled and the individual cost function is coupled with the states of other agents. With the help of state aggregation technique and the mean field structure… (More)

@inproceedings{Zhang2016DecentralizedOC,
title={Decentralized Optimal Control for the Mean Field Lqg Problem of Multi-agent Systems},
author={Fangfang Zhang and Wei Wang and W. Wang},
year={2016}
}