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Incomplete information mean-field games and related Riccati equations - MaRDI portal

Incomplete information mean-field games and related Riccati equations (Q6655797)

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scientific article; zbMATH DE number 7960842
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Incomplete information mean-field games and related Riccati equations
scientific article; zbMATH DE number 7960842

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    Incomplete information mean-field games and related Riccati equations (English)
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    27 December 2024
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    common noise
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    forward-backward stochastic differential equation
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    mean-field game
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    incomplete information
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    Riccati equation
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    \(\varepsilon\)-Nash equilibrium
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