Backward-forward linear-quadratic mean-field games with major and minor agents (Q2296087)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Backward-forward linear-quadratic mean-field games with major and minor agents |
scientific article |
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Backward-forward linear-quadratic mean-field games with major and minor agents (English)
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17 February 2020
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backward-forward stochastic differential equation (BFSDE)
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consistency condition
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\(\epsilon\)-Nash equilibrium
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large-population system
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major-minor agent
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mean-field game
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