Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information (Q2288663)
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scientific article; zbMATH DE number 7153350
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| English | Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information |
scientific article; zbMATH DE number 7153350 |
Statements
Discrete-time linear-quadratic mean-field-type repeated games: perfect, incomplete, and imperfect information (English)
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20 January 2020
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mean-field-type games
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repeated games
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perfect information
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imperfect information
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mean-variance minimization
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stochastic control
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direct method
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semi-explicit solution
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0.7663068175315857
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0.7661802172660828
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0.7644936442375183
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0.7638512849807739
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