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Linear-quadratic mean field games of controls with non-monotone data - MaRDI portal

Linear-quadratic mean field games of controls with non-monotone data (Q6042063)

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scientific article; zbMATH DE number 7686397
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Linear-quadratic mean field games of controls with non-monotone data
scientific article; zbMATH DE number 7686397

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    Linear-quadratic mean field games of controls with non-monotone data (English)
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    16 May 2023
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    mean field game of controls
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    \(N\)-player game of controls
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    master equation
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    forward-backward stochastic differential equation
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    Nash certainty equivalence system
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    propagation of chaos
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