On a class of linear quadratic Gaussian quantilized mean field games
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Publication:6632515
DOI10.1016/J.AUTOMATICA.2024.111878MaRDI QIDQ6632515
Peter E. Caines, Roland P. Malhamé, Rinel Foguen Tchuendom
Publication date: 4 November 2024
Published in: Automatica (Search for Journal in Brave)
Applications of game theory (91A80) Microeconomic theory (price theory and economic markets) (91B24) Mean field games (aspects of game theory) (91A16)
Cites Work
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- Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
- Approximation Theorems of Mathematical Statistics
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