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Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System - MaRDI portal

Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System (Q6053202)

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scientific article; zbMATH DE number 7742180
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Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System
scientific article; zbMATH DE number 7742180

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    Mixed Social Optima and Nash Equilibrium in Linear-Quadratic-Gaussian Mean-Field System (English)
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    26 September 2023
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    decentralized control
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    linear-quadratic-Gaussian (LQG) mean-field strategy
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    mean-field forward-backward stochastic differential equations (SDEs)
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    Nash equilibrium
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    social optimality
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