Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (Q6598738)
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scientific article; zbMATH DE number 7907076
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion |
scientific article; zbMATH DE number 7907076 |
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Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion (English)
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5 September 2024
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stochastic processes
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game theory
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linear quadratic control
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Riccati equations
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stochastic games
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stochastic systems
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closed loop systems
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linear-quadratic mean-field game
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stochastic large-population systems
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jump diffusion
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mean-field game problem
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Poisson processes
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individuals
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stochastic Hamiltonian system
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Riccati equation
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control problem
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decentralised optimal strategies
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open-loop
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closed-loop form
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limit representation
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average term
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practical control problems
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