Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 13:07, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward-forward linear-quadratic mean-field games with major and minor agents |
scientific article |
Statements
Backward-forward linear-quadratic mean-field games with major and minor agents (English)
0 references
17 February 2020
0 references
backward-forward stochastic differential equation (BFSDE)
0 references
consistency condition
0 references
\(\epsilon\)-Nash equilibrium
0 references
large-population system
0 references
major-minor agent
0 references
mean-field game
0 references
