Linear-quadratic mean-field game for stochastic systems with partial observation
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Publication:6659162
DOI10.1016/j.automatica.2024.111821MaRDI QIDQ6659162
Unnamed Author, Zhen Wu, Unnamed Author
Publication date: 8 January 2025
Published in: Automatica (Search for Journal in Brave)
optimal filteringpartial informationforward-backward stochastic differential equation\(\varepsilon\)-Nash equilibriumlinear-quadratic mean-field game
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