Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (Q829005): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear-quadratic-Gaussian mean-field-game with partial observation and common noise |
scientific article |
Statements
Linear-quadratic-Gaussian mean-field-game with partial observation and common noise (English)
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5 May 2021
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mean-field games
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\( \epsilon \)-Nash equilibrium
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forward-backward stochastic differential equation
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Kalman filtering
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partial observation
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consistency condition
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