Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (Q5358863)

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scientific article; zbMATH DE number 6778534
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Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance
scientific article; zbMATH DE number 6778534

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    Robust Mean Field Linear-Quadratic-Gaussian Games with Unknown $L^2$-Disturbance (English)
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    22 September 2017
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    mean field game
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    model uncertainty
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    robust control
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    decentralized control
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    Nash equilibrium
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