Linear quadratic mean-field game with volatility uncertainty
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Publication:6198303
DOI10.1016/j.jmaa.2024.128081MaRDI QIDQ6198303
Zhenghong Qiu, Shujun Wang, Xinwei Feng
Publication date: 21 February 2024
Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)
mean-field gamevolatility uncertainty(forward) backward stochastic differential equationlarge population system
Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)
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