Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria

DOI10.1109/TAC.2007.904450zbMath1366.91016MaRDI QIDQ5282222

Peter E. Caines, M. Y. Huang, Roland P. Malhamé

Publication date: 27 July 2017

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Decentralized systems (93A14) Stochastic stability in control theory (93E15) Stochastic games, stochastic differential games (91A15)

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