Mean-field linear-quadratic stochastic differential games in an infinite horizon (Q3383291)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7399446
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Mean-field linear-quadratic stochastic differential games in an infinite horizon |
scientific article; zbMATH DE number 7399446 |
Statements
Mean-field linear-quadratic stochastic differential games in an infinite horizon (English)
0 references
23 September 2021
0 references
two-person mean-field linear-quadratic stochastic differential game
0 references
infinite horizon
0 references
open-loop and closed-loop Nash equilibria
0 references
algebraic Riccati equations
0 references
MF-\(L^2\)-stabilizability
0 references
static stabilizing solution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9159509539604188
0 references
0.9154556393623352
0 references
0.8687272071838379
0 references
0.8635913729667664
0 references
0.8627287745475769
0 references
