Explicit solutions of some linear-quadratic mean field games
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Publication:1943895
DOI10.3934/nhm.2012.7.243zbMath1268.91017OpenAlexW2011435133MaRDI QIDQ1943895
Publication date: 21 March 2013
Published in: Networks and Heterogeneous Media (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.3934/nhm.2012.7.243
differential gamesstochastic controlmean field gameslinear-quadratic problemsmodels of population distribution
Noncooperative games (91A10) Differential games and control (49N70) (n)-person games, (n>2) (91A06) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hamilton-Jacobi equations (35F21) Fokker-Planck equations (35Q84)
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