Nash Equilibria for Large-Population Linear Stochastic Systems of Weakly Coupled Agents

DOI10.1007/0-387-25477-3_9zbMath1121.91012OpenAlexW2219809504MaRDI QIDQ5421745

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

Publication date: 24 October 2007

Published in: Analysis, Control and Optimization of Complex Dynamic Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/0-387-25477-3_9

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Dynamic games (91A25)

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