Linear-Quadratic $N$-person and Mean-Field Games with Ergodic Cost
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Publication:5173271
DOI10.1137/140951795zbMath1308.91008arXiv1401.1421OpenAlexW2964128536MaRDI QIDQ5173271
Fabio S. Priuli, Martino Bardi
Publication date: 9 February 2015
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1401.1421
Noncooperative games (91A10) (n)-person games, (n>2) (91A06) Games with infinitely many players (91A07) Optimal stochastic control (93E20) Linear-quadratic optimal control problems (49N10) Stochastic games, stochastic differential games (91A15) Hamilton-Jacobi theories (49L99)
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