Pareto efficiency in the infinite horizon mean-field type cooperative stochastic differential game

DOI10.1016/j.jfranklin.2021.05.013zbMath1468.91014OpenAlexW3165030803MaRDI QIDQ2041400

Yaning Lin, Weihai Zhang

Publication date: 19 July 2021

Published in: Journal of the Franklin Institute (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jfranklin.2021.05.013

zbMATH Keywords

Pareto efficiencygeneralized algebraic Riccati equationslinear quadratic mean-field type stochastic differential game

Mathematics Subject Classification ID

Cooperative games (91A12) 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)

Related Items (2)

Pareto efficiency of finite-horizon mean-field cooperative stochastic differential games with Poisson jumps ⋮ Unnamed Item

Cites Work

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