Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (Q2049322)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information
scientific article

    Statements

    Linear-quadratic non-zero sum differential game for mean-field stochastic systems with asymmetric information (English)
    0 references
    0 references
    0 references
    25 August 2021
    0 references
    mean-field stochastic differential equation
    0 references
    linear-quadratic non-zero sum differential game
    0 references
    asymmetric information
    0 references
    Nash equilibrium point
    0 references
    filtering equation
    0 references
    feedback
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references