A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise |
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A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (English)
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21 April 2023
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backward stochastic differential equation
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large-population system
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mean-field game
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optimal filter
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\( \epsilon \)-Nash equilibrium
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