\(\epsilon\)-Nash mean-field games for stochastic linear-quadratic systems with delay and applications

DOI10.3934/puqr.2024017MaRDI QIDQ6612338

Yu Shi, Heping Ma, Ruijing Li, Weifeng Wang

Publication date: 30 September 2024

Published in: Probability, Uncertainty and Quantitative Risk (Search for Journal in Brave)

zbMATH Keywords

time delaylinear-quadratic problemmean-field game\(\epsilon\)-Nash equilibriumlarge-population

Mathematics Subject Classification ID

Linear systems in control theory (93C05) (n)-person games, (n>2) (91A06) Optimal stochastic control (93E20) Stochastic games, stochastic differential games (91A15) Stochastic systems in control theory (general) (93E03) Delay control/observation systems (93C43)

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