Linear-quadratic mean field games
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Publication:289122
DOI10.1007/s10957-015-0819-4zbMath1343.91010arXiv1404.5741OpenAlexW1821455959MaRDI QIDQ289122
Alain Bensoussan, K. C. J. Sung, Sheung Chi Phillip Yam, Siu Pang Yung
Publication date: 27 May 2016
Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1404.5741
Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Optimal stochastic control (93E20) 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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