Linear-quadratic mean-field game for stochastic systems with partial observation
type: Item
instance of: scholarly article
title: Linear-quadratic mean-field game for stochastic systems with partial observation
author: Q6042062
author: Na Li
author: Zhen Wu
published in: Automatica
publication date: 2025-01-08T00:00:00Z
Mathematics Subject Classification ID: 93-XX
zbMATH DE Number: 7963701
zbMATH Keywords: linear-quadratic mean-field game
zbMATH Keywords: partial information
zbMATH Keywords: forward-backward stochastic differential equation
zbMATH Keywords: optimal filtering
zbMATH Keywords: \(\varepsilon\)-Nash equilibrium
MaRDI profile type: Publication
cites work: Explicit solutions of some linear-quadratic mean field games
cites work: Q3997913
cites work: Linear-quadratic-Gaussian mean-field-game with partial observation and common noise
cites work: Mean Field Games and Mean Field Type Control Theory
cites work: Linear-quadratic mean field games
cites work: $\epsilon$-Nash Equilibria for Partially Observed LQG Mean Field Games With a Major Player
cites work: Probabilistic Theory of Mean Field Games with Applications I
cites work: Probabilistic Theory of Mean Field Games with Applications II
cites work: $\epsilon$-Nash Equilibria for Major–Minor LQG Mean Field Games With Partial Observations of All Agents
cites work: Linear-Quadratic-Gaussian Mixed Mean-Field Games with Heterogeneous Input Constraints
cites work: Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle
cites work: A mean field capital accumulation game with HARA utility
cites work: Large-Population Cost-Coupled LQG Problems With Nonuniform Agents: Individual-Mass Behavior and Decentralized $\varepsilon$-Nash Equilibria
cites work: Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies
cites work: Linear–Quadratic Mean-Field Game for Stochastic Delayed Systems
cites work: Large population stochastic dynamic games: closed-loop McKean-Vlasov systems and the Nash certainty equivalence principle
cites work: Dynamic optimization of large-population systems with partial information
cites work: Backward Mean-Field Linear-Quadratic-Gaussian (LQG) Games: Full and Partial Information
cites work: A Maximum Principle for Partial Information Backward Stochastic Control Problems with Applications
cites work: Social Optima in Mean Field Linear-Quadratic-Gaussian Control with Volatility Uncertainty
cites work: New results in linear filtering and prediction theory
cites work: Mean field games
cites work: Linear-quadratic mean-field game for stochastic large-population systems with jump diffusion
cites work: Linear-quadratic mean field games of controls with non-monotone data
cites work: Linear-Quadratic Large-Population Problem with Partial Information: Hamiltonian Approach and Riccati Approach
cites work: Linear-quadratic optimal control for time-delay stochastic system with recursive utility under full and partial information
cites work: Asymptotically Optimal Decentralized Control for Large Population Stochastic Multiagent Systems
cites work: Q4139359
cites work: Forward-backward stochastic differential equations and their applications
cites work: Linear-Quadratic-Gaussian Mixed Games with Continuum-Parametrized Minor Players
cites work: \(\epsilon\)-Nash mean field game theory for nonlinear stochastic dynamical systems with major and minor agents
cites work: Fully Coupled Forward-Backward Stochastic Differential Equations and Applications to Optimal Control
cites work: Mean Field Games with Partial Observation
cites work: Stochastic Linear-Quadratic Optimal Control Theory: Open-Loop and Closed-Loop Solutions
cites work: Kalman-Bucy filtering equations of forward and backward stochastic systems and applications to recursive optimal control problems
cites work: The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information
cites work: A Linear-Quadratic Optimal Control Problem of Forward-Backward Stochastic Differential Equations With Partial Information
cites work: An Introduction to Optimal Control of FBSDE with Incomplete Information
cites work: Mean Field Games for Large-Population Multiagent Systems with Markov Jump Parameters
cites work: Mean field linear-quadratic control: uniform stabilization and social optimality
cites work: On the Separation Theorem of Stochastic Control
cites work: A maximum principle for partially observed optimal control of forward-backward stochastic control systems
cites work: Q3503154
cites work: Q4255599
DOI: 10.1016/J.AUTOMATICA.2024.111821
description: scientific article; zbMATH DE number 7963701