The convergence rate of the equilibrium measure for the hybrid LQG Mean Field Game

DOI10.1016/J.NAHS.2023.101454arXiv2106.04762OpenAlexW4389360626MaRDI QIDQ6369817

Jiamin Jian, Peiyao Lai, Qingshuo Song, Jiaxuan Ye

Publication date: 8 June 2021

Full work available at URL: https://doi.org/10.1016/j.nahs.2023.101454

Mathematics Subject Classification ID

Linear-quadratic optimal control problems (49N10) Mean field games and control (49N80) Mean field games (aspects of game theory) (91A16)

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