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Linear quadratic mean field games with a major player: the multi-scale approach - MaRDI portal

Linear quadratic mean field games with a major player: the multi-scale approach (Q2173955)

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Linear quadratic mean field games with a major player: the multi-scale approach
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    Linear quadratic mean field games with a major player: the multi-scale approach (English)
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    17 April 2020
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    asymptotic solvability
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    linear quadratic
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    mean field game
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    major and minor players
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    re-scaling
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    Riccati differential equation
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