Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
From MaRDI portal
Publication:2979329
DOI10.1109/TAC.2016.2519501zbMath1359.91009MaRDI QIDQ2979329
Jianhui Huang, Shujun Wang, Zhen Wu
Publication date: 3 May 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Games with infinitely many players (91A07) Decentralized systems (93A14) Stochastic games, stochastic differential games (91A15)
Related Items (26)
Linear quadratic mean field social optimization: Asymptotic solvability and decentralized control ⋮ \(\epsilon\)-Nash mean-field games for general linear-quadratic systems with applications ⋮ Dynamic optimization problems for mean-field stochastic large-population systems ⋮ An addendum to the problem of zero-sum LQ stochastic mean-field dynamic games ⋮ Indefinite Backward Stochastic Linear-Quadratic Optimal Control Problems ⋮ Zero-sum stochastic linear-quadratic Stackelberg differential games with jumps ⋮ A class of optimal control problems of forward-backward systems with input constraint ⋮ A unified approach to linear-quadratic-Gaussian mean-field team: homogeneity, heterogeneity and quasi-exchangeability ⋮ Time-inconsistent LQ games for large-population systems and applications ⋮ Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach ⋮ A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise ⋮ A Stackelberg game of backward stochastic differential equations with applications ⋮ Linear-quadratic mixed Stackelberg-Nash stochastic differential game with major-minor agents ⋮ Social optima of backward linear-quadratic-Gaussian mean-field teams ⋮ Linear quadratic control of backward stochastic differential equation with partial information ⋮ ϵ-Nash mean-field games for linear-quadratic systems with random jumps and applications ⋮ Linear quadratic mean-field-game of backward stochastic differential systems ⋮ Mean field game for linear-quadratic stochastic recursive systems ⋮ Linear-quadratic Stackelberg game for mean-field backward stochastic differential system and application ⋮ Mean-field FBSDE and optimal control ⋮ Linear quadratic mean field games: decentralized \(O(1/N)\)-Nash equilibria ⋮ A Stackelberg game of backward stochastic differential equations with partial information ⋮ Maximum principle for near-optimality of mean-field FBSDEs ⋮ Linear-quadratic optimal control for backward stochastic differential equations with random coefficients ⋮ Relationship between backward and forward linear-quadratic mean-field-game with terminal constraint and optimal asset allocation for insurers and pension funds ⋮ General indefinite backward stochastic linear-quadratic optimal control problems
This page was built for publication: Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
