Linear-quadratic mean-field game for stochastic systems with partial observation (Q6659162)

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scientific article; zbMATH DE number 7963701
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Linear-quadratic mean-field game for stochastic systems with partial observation
scientific article; zbMATH DE number 7963701

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    Linear-quadratic mean-field game for stochastic systems with partial observation (English)
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    8 January 2025
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    linear-quadratic mean-field game
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    partial information
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    forward-backward stochastic differential equation
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    optimal filtering
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    \(\varepsilon\)-Nash equilibrium
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