A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (Q2698194): Difference between revisions

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Revision as of 23:07, 31 July 2024

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A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise
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    A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise (English)
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    21 April 2023
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    backward stochastic differential equation
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    large-population system
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    mean-field game
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    optimal filter
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    \( \epsilon \)-Nash equilibrium
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