Discrete-time indefinite mean field linear quadratic games with multiplicative noise
From MaRDI portal
Publication:6583293
DOI10.1002/asjc.3026MaRDI QIDQ6583293
Huanshui Zhang, Xiao Ma, Bing-Chang Wang
Publication date: 6 August 2024
Published in: Asian Journal of Control (Search for Journal in Brave)
mean field gamelinear quadratic problemdecentralized control strategies\( \varepsilon \)-Nash equilibrium
Could not fetch data.
Cites Work
- Linear-quadratic mean field games
- Robust equilibria in indefinite linear-quadratic differential games
- Continuous-time mean-variance portfolio selection: a stochastic LQ framework
- Linear-quadratic stochastic two-person nonzero-sum differential games: open-loop and closed-loop Nash equilibria
- Discrete-time indefinite LQ control with state and control dependent noises
- Explicit solutions of some linear-quadratic mean field games
- \(H_\infty\) control for continuous-time mean-field stochastic systems
- Probabilistic Analysis of Mean-Field Games
- $\epsilon$-Nash Mean Field Game Theory for Nonlinear Stochastic Dynamical Systems with Major and Minor Agents
- Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters
- Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
- Stochastic Linear Quadratic Regulators with Indefinite Control Weight Costs
- Linear matrix inequalities, Riccati equations, and indefinite stochastic linear quadratic controls
- Relationship Between Backward Stochastic Differential Equations and Stochastic Controls: A Linear-Quadratic Approach
- Solvability and asymptotic behavior of generalized Riccati equations arising in indefinite stochastic LQ controls
- Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
- Linear Quadratic Mean Field Games: Asymptotic Solvability and Relation to the Fixed Point Approach
- Probabilistic Theory of Mean Field Games with Applications II
- Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
- Social optimal mean field control problem for population growth model
This page was built for publication: Discrete-time indefinite mean field linear quadratic games with multiplicative noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6583293)