Incomplete information mean-field games and related Riccati equations

DOI10.1007/s10957-024-02508-0MaRDI QIDQ6655797

Shujun Wang, Tianyang Nie, Ke Yan, Unnamed Author

Publication date: 27 December 2024

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

zbMATH Keywords

Riccati equationincomplete informationforward-backward stochastic differential equationmean-field gamecommon noise\(\varepsilon\)-Nash equilibrium

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Calculus of variations and optimal control; optimization (49-XX)

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