Linear quadratic mean field game with control input constraint (Q4554120)
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scientific article; zbMATH DE number 6974835
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear quadratic mean field game with control input constraint |
scientific article; zbMATH DE number 6974835 |
Statements
Linear quadratic mean field game with control input constraint (English)
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7 November 2018
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\(\epsilon\)-Nash equilibrium
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mean-field forward-backward stochastic differential equation (MF-FBSDE)
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linear-quadratic constrained control
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projection
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monotonic condition
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