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Record W3011319117 · doi:10.1109/cdc40024.2019.9029174

Linear quadratic mean field social optimization: Asymptotic solvability

2019· article· en· W3011319117 on OpenAlexaff
Minyi Huang, Xuwei Yang

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicStochastic processes and financial applications
Canadian institutionsCarleton University
Fundersnot available
KeywordsOdeMathematicsRiccati equationApplied mathematicsWeightingOptimization problemOrdinary differential equationOptimal controlField (mathematics)Limit (mathematics)Linear-quadratic regulatorAlgebraic Riccati equationMathematical optimizationDifferential equationMathematical analysisPure mathematics

Abstract

fetched live from OpenAlex

This paper studies asymptotic solvability of a linear quadratic (LQ) mean field social optimization problem, featured with control dependent individual noises as well as a common noise dependent on a mean field control term. We employ a rescaling approach to derive a low dimensional Riccati ordinary differential equation (ODE) system. In the case that the social optimization problem is asymptotically solvable, the solution is shown to converge to a mean field limit. Due to the presence of controls into the noise terms, the control weighting matrix in the cost functional can be indefinite in order to obtain finite costs. This feature also leads to high non-linearity of the associated Riccati ODE system, and extra work is involved in deriving the limiting low-dimensional ODEs. We obtain a necessary and sufficient condition for the asymptotic solvability of the social optimization problem.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.002
metaresearch head score (Gemma)0.012
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Theoretical or conceptual · Consensus signal: Theoretical or conceptual
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.005
Threshold uncertainty score0.012

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0020.012
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.000
Science and technology studies0.0010.002
Scholarly communication0.0010.001
Open science0.0010.002
Research integrity0.0020.002
Insufficient payload (model declined to judge)0.0020.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.021
GPT teacher head0.227
Teacher spread0.206 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designTheoretical or conceptual
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations11
Published2019
Admission routes1
Has abstractyes

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