Linear-quadratic time-inconsistent mean field games (Q2514571)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Linear-quadratic time-inconsistent mean field games
scientific article

    Statements

    Linear-quadratic time-inconsistent mean field games (English)
    0 references
    0 references
    0 references
    0 references
    3 February 2015
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    mean field games
    0 references
    time-inconsistent stochastic control problems
    0 references
    adjoint equations
    0 references
    linear-quadratic type
    0 references
    Banach fixed point theorem
    0 references
    0 references
    0 references