Mean-field linear-quadratic stochastic differential games
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Publication:2040124
DOI10.1016/j.jde.2021.06.004zbMath1479.91032arXiv2101.00412OpenAlexW3166860115MaRDI QIDQ2040124
Hanxiao Wang, Jingrui Sun, Zhen Wu
Publication date: 12 July 2021
Published in: Journal of Differential Equations (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2101.00412
Riccati equationzero-sumperturbation approachmean-field stochastic differential equationlinear-quadratic differential gameopen-loop saddle point
Differential games and control (49N70) 2-person games (91A05) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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