$\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player

DOI10.1109/TAC.2016.2637347zbMath1371.91012OpenAlexW2560316583MaRDI QIDQ5358607

Arman C. Kizilkale, Peter E. Caines

Publication date: 21 September 2017

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

Full work available at URL: https://doi.org/10.1109/tac.2016.2637347

Mathematics Subject Classification ID

Differential games (aspects of game theory) (91A23) Games with infinitely many players (91A07) Applications of stochastic analysis (to PDEs, etc.) (60H30)

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