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Decentralized strategies for finite population linear-quadratic-Gaussian games and teams - MaRDI portal

Decentralized strategies for finite population linear-quadratic-Gaussian games and teams (Q2682327)

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scientific article; zbMATH DE number 7647651
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English
Decentralized strategies for finite population linear-quadratic-Gaussian games and teams
scientific article; zbMATH DE number 7647651

    Statements

    Decentralized strategies for finite population linear-quadratic-Gaussian games and teams (English)
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    31 January 2023
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    mean-field game
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    decentralized Nash equilibrium
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    finite population
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    non-standard FBSDE
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    weighted cost
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