Mean-field linear-quadratic stochastic differential games (Q2040124): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 2101.00412 / rank | |||
Normal rank | |||
Revision as of 00:11, 19 April 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-field linear-quadratic stochastic differential games |
scientific article |
Statements
Mean-field linear-quadratic stochastic differential games (English)
0 references
12 July 2021
0 references
linear-quadratic differential game
0 references
mean-field stochastic differential equation
0 references
zero-sum
0 references
open-loop saddle point
0 references
Riccati equation
0 references
perturbation approach
0 references
