Mean Field Games with Partial Observation
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Publication:5232215
DOI10.1137/17M1140133zbMath1428.35645arXiv1708.07171MaRDI QIDQ5232215
Publication date: 30 August 2019
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1708.07171
Noncooperative games (91A10) Differential games (aspects of game theory) (91A23) Signal detection and filtering (aspects of stochastic processes) (60G35) Decentralized systems (93A14) Optimal stochastic control (93E20) PDEs with randomness, stochastic partial differential equations (35R60) PDEs in connection with control and optimization (35Q93)
Related Items (4)
Maximum principle for general partial information nonzero sum stochastic differential games and applications ⋮ Extended mean-field control problem with partial observation ⋮ Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach ⋮ Convex analysis for LQG systems with applications to major-minor LQG mean-field game systems
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