A linear-quadratic mean-field game of backward stochastic differential equation with partial information and common noise

DOI10.1016/J.AMC.2023.127899OpenAlexW4320402581MaRDI QIDQ2698194

Wencan Wang, Yu Wang, Guangchen Wang, Pengyan Huang

Publication date: 21 April 2023

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2023.127899

zbMATH Keywords

backward stochastic differential equationoptimal filterlarge-population systemmean-field game\( \epsilon \)-Nash equilibrium

Mathematics Subject Classification ID

Stochastic analysis (60Hxx) Game theory (91Axx) Stochastic systems and control (93Exx)

Related Items (1)

Open-loop and closed-loop Nash equilibria for the LQ stochastic difference game

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