Robust mean field LQG social optimum problems with a common uncertain drift admit decentralized controls that are asymptotically optimal in both finite and infinite horizons.
Mean field games
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Social Optima in Robust Mean Field LQG Control: From Finite to Infinite Horizon
Robust mean field LQG social optimum problems with a common uncertain drift admit decentralized controls that are asymptotically optimal in both finite and infinite horizons.